+106.1%
T vs LULU
-75.6%
+181.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.5% |
| 7D | -2.4% | -20.4% | +18.0% | -2.9% |
| 30D | +4.3% | -22.9% | +27.2% | +3.7% |
| 3M | +11.6% | -18.5% | +30.1% | +11.1% |
| 6M | -5.6% | -41.8% | +36.2% | -7.3% |
| YTD | +6.6% | -53.4% | +59.9% | +3.9% |
| 1Y | -8.4% | -40.9% | +32.5% | -9.9% |
| All | +106.1% | -75.6% | +181.7% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling