+2,469.4%
TER vs LULU
+725.5%
+1,743.9%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.3% |
| 7D | +11.0% | -12.6% | +23.5% | +14.9% |
| 30D | -1.9% | -19.7% | +17.9% | +4.1% |
| 3M | -0.7% | -12.2% | +11.6% | +0.7% |
| 6M | +36.4% | -39.3% | +75.7% | +57.1% |
| YTD | +92.4% | -50.3% | +142.8% | +136.3% |
| 1Y | +213.5% | -38.6% | +252.1% | +254.2% |
| 3Y | +277.2% | -74.0% | +351.2% | +452.9% |
| 5Y | +219.1% | -72.9% | +292.0% | +352.1% |
| 10Y | +1,744.2% | +56.2% | +1,688.1% | +1,289.0% |
| All | +2,469.4% | +725.5% | +1,743.9% | +641.4% |
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