+42.4%
TMUS vs LULU
-77.2%
+119.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | -5.8% | -20.4% | +14.7% | -4.0% |
| 30D | -0.2% | -22.9% | +22.6% | +1.9% |
| 3M | -4.0% | -18.5% | +14.6% | -2.4% |
| 6M | -18.1% | -41.8% | +23.7% | -14.9% |
| YTD | -11.3% | -53.4% | +42.0% | -6.1% |
| 1Y | -24.7% | -40.9% | +16.1% | -22.3% |
| 3Y | +35.4% | -75.6% | +110.9% | +50.8% |
| 5Y | +42.4% | -77.2% | +119.7% | +54.0% |
| All | +42.4% | -77.2% | +119.6% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling