+314.7%
TGT vs LULU
+675.0%
-360.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.5% |
| 7D | -5.0% | -20.4% | +15.4% | -0.3% |
| 30D | +3.0% | -22.9% | +25.9% | +8.9% |
| 3M | +22.6% | -18.5% | +41.2% | +27.9% |
| 6M | +31.2% | -41.8% | +73.0% | +47.2% |
| YTD | +63.7% | -53.4% | +117.1% | +93.0% |
| 1Y | +78.5% | -40.9% | +119.4% | +98.2% |
| 3Y | +40.5% | -75.6% | +116.1% | +85.6% |
| 5Y | -25.6% | -77.2% | +51.7% | -1.8% |
| 10Y | +204.7% | +49.5% | +155.2% | +154.2% |
| All | +314.7% | +675.0% | -360.4% | +53.7% |
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 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