+211.9%
TER vs LULU
-77.2%
+289.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.5% |
| 7D | +9.4% | -20.4% | +29.8% | +17.3% |
| 30D | -2.4% | -22.9% | +20.4% | +5.2% |
| 3M | +6.5% | -18.5% | +25.1% | +10.7% |
| 6M | +23.2% | -41.8% | +65.0% | +46.9% |
| YTD | +91.5% | -53.4% | +144.9% | +148.8% |
| 1Y | +214.8% | -40.9% | +255.7% | +263.8% |
| 3Y | +275.3% | -75.6% | +350.9% | +503.5% |
| 5Y | +211.9% | -77.2% | +289.1% | +418.0% |
| All | +211.9% | -77.2% | +289.1% | +418.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling