+7,670.7%
TDG vs LULU
+691.8%
+6,978.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -1.9% | -1.6% | -0.2% | -1.5% |
| 30D | -7.7% | -18.1% | +10.4% | -3.8% |
| 3M | -9.3% | -18.8% | +9.4% | -5.6% |
| 6M | -9.4% | -39.2% | +29.8% | +0.6% |
| YTD | -14.3% | -52.4% | +38.1% | +0.6% |
| 1Y | -11.8% | -40.3% | +28.5% | -2.6% |
| 3Y | +52.0% | -75.1% | +127.1% | +97.7% |
| 5Y | +128.8% | -76.7% | +205.6% | +194.5% |
| 10Y | +543.8% | +52.7% | +491.1% | +417.4% |
| All | +7,670.7% | +691.8% | +6,978.9% | +3,047.8% |
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