-53.4%
TE vs LULU
-59.0%
+5.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.8% | -3.9% | -5.9% |
| 7D | +0.9% | -20.4% | +21.3% | +6.7% |
| 30D | -16.3% | -22.9% | +6.6% | -10.7% |
| 3M | -40.8% | -18.5% | -22.2% | -38.3% |
| 6M | -42.6% | -41.8% | -0.8% | -34.5% |
| YTD | -31.4% | -53.4% | +21.9% | -17.0% |
| 1Y | +144.9% | -40.9% | +185.8% | +175.0% |
| 3Y | -26.0% | -75.6% | +49.5% | +2.6% |
| 5Y | -48.5% | -77.2% | +28.8% | -31.6% |
| All | -53.4% | -59.0% | +5.6% | -40.3% |
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