-21.2%
TMUS vs LULU
-31.7%
+10.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.8% | -1.7% | +2.9% |
| 7D | +7.5% | +6.5% | +1.0% | +7.1% |
| 30D | -3.3% | +20.3% | -23.6% | -3.9% |
| 3M | -9.7% | -8.9% | -0.7% | -9.6% |
| 6M | -17.2% | -13.1% | -4.1% | -18.1% |
| YTD | -20.3% | -46.1% | +25.7% | -23.3% |
| 1Y | -21.2% | -30.3% | +9.0% | -24.8% |
| All | -21.2% | -31.7% | +10.5% | -24.8% |
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