+1,135.1%
TMO vs LULU
+691.8%
+443.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | +1.1% | -18.1% | +19.2% | +4.6% |
| 3M | +28.3% | -18.8% | +47.1% | +32.7% |
| 6M | +23.3% | -39.2% | +62.5% | +34.7% |
| YTD | +5.5% | -52.4% | +57.8% | +20.6% |
| 1Y | +24.5% | -40.3% | +64.8% | +35.7% |
| 3Y | +19.6% | -75.1% | +94.7% | +49.6% |
| 5Y | +8.1% | -76.7% | +84.9% | +34.1% |
| 10Y | +336.7% | +52.7% | +284.0% | +270.2% |
| All | +1,135.1% | +691.8% | +443.3% | +515.4% |
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