+25.8%
TMO vs LULU
-49.9%
+75.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -17.4% | +16.6% | +2.6% |
| 7D | -1.4% | -16.7% | +15.4% | +1.8% |
| 30D | +6.2% | -18.5% | +24.8% | +10.0% |
| 3M | +27.5% | -19.5% | +46.9% | +32.0% |
| 6M | +20.0% | -41.9% | +61.9% | +31.5% |
| YTD | +6.1% | -51.6% | +57.7% | +17.6% |
| 1Y | +25.8% | -51.2% | +77.0% | +38.1% |
| All | +25.8% | -49.9% | +75.8% | +38.1% |
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