-35.4%
TLT vs LULU
-76.9%
+41.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | +0.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.6% |
| 30D | -1.1% | -18.1% | +17.0% | -0.8% |
| 3M | -4.9% | -18.8% | +13.9% | -4.5% |
| 6M | -5.0% | -39.2% | +34.2% | -4.3% |
| YTD | -4.4% | -52.4% | +48.0% | -3.2% |
| 1Y | -6.4% | -40.3% | +33.9% | -5.7% |
| 3Y | -2.0% | -75.1% | +73.1% | +0.4% |
| All | -35.4% | -76.9% | +41.5% | -34.7% |
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 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