+69.6%
TLT vs LULU
+697.8%
-628.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.7% |
| 7D | -0.3% | -16.9% | +16.7% | -1.0% |
| 30D | 0.0% | -22.0% | +22.0% | -1.0% |
| 3M | -2.9% | -17.8% | +15.0% | -3.6% |
| 6M | -6.3% | -41.3% | +35.0% | -8.3% |
| YTD | -3.3% | -52.0% | +48.7% | -6.2% |
| 1Y | -4.2% | -39.8% | +35.6% | -6.0% |
| 3Y | -1.7% | -74.8% | +73.2% | -6.6% |
| 5Y | -34.9% | -76.3% | +41.4% | -37.9% |
| 10Y | -19.8% | +53.9% | -73.7% | -11.8% |
| All | +69.6% | +697.8% | -628.1% | +126.2% |
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