+225.7%
T vs LULU
+697.8%
-472.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.4% |
| 7D | -3.1% | -16.9% | +13.9% | -1.4% |
| 30D | +4.6% | -22.0% | +26.5% | +7.0% |
| 3M | +12.2% | -17.8% | +30.1% | +14.2% |
| 6M | -6.5% | -41.3% | +34.8% | -1.9% |
| YTD | +4.9% | -52.0% | +56.9% | +12.1% |
| 1Y | -10.5% | -39.8% | +29.3% | -6.8% |
| 3Y | +104.6% | -74.8% | +179.4% | +128.5% |
| 5Y | +64.2% | -76.3% | +140.5% | +81.0% |
| 10Y | +68.4% | +53.9% | +14.6% | +42.5% |
| All | +225.7% | +697.8% | -472.1% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling