+1,851.9%
TER vs LULU
+53.6%
+1,798.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.8% |
| 7D | +6.4% | -1.6% | +8.0% | +7.0% |
| 30D | -5.7% | -18.1% | +12.4% | -0.4% |
| 3M | -0.4% | -18.8% | +18.4% | +3.8% |
| 6M | +25.8% | -39.2% | +65.0% | +46.7% |
| YTD | +96.4% | -52.4% | +148.8% | +150.1% |
| 1Y | +229.2% | -40.3% | +269.5% | +278.9% |
| 3Y | +288.1% | -75.1% | +363.2% | +502.9% |
| 5Y | +219.9% | -76.7% | +296.7% | +393.2% |
| All | +1,851.9% | +53.6% | +1,798.3% | +1,966.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling