+328.6%
TMO vs LULU
+53.6%
+275.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | -0.6% | -1.6% | +1.0% | -0.3% |
| 30D | +1.1% | -18.1% | +19.2% | +5.2% |
| 3M | +28.3% | -18.8% | +47.1% | +33.5% |
| 6M | +23.3% | -39.2% | +62.5% | +36.8% |
| YTD | +5.5% | -52.4% | +57.8% | +23.3% |
| 1Y | +24.5% | -40.3% | +64.8% | +37.6% |
| 3Y | +19.6% | -75.1% | +94.7% | +55.4% |
| 5Y | +8.1% | -76.7% | +84.9% | +38.2% |
| All | +328.6% | +53.6% | +275.0% | +360.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling