+19.7%
TMO vs LULU
-30.7%
+50.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.9% | -4.1% |
| 7D | -4.5% | +1.8% | -6.3% | -4.9% |
| 30D | +3.1% | +19.4% | -16.3% | -0.8% |
| 3M | +17.2% | -9.5% | +26.7% | +19.4% |
| 6M | +45.3% | -14.2% | +59.4% | +49.9% |
| YTD | +17.1% | -46.2% | +63.4% | +30.9% |
| 1Y | +19.7% | -33.3% | +53.0% | +26.7% |
| All | +19.7% | -30.7% | +50.4% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling