+206.4%
TMUS vs LULU
+745.2%
-538.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | +4.9% | -4.6% | +9.5% | +5.9% |
| 30D | +7.7% | +12.3% | -4.6% | +5.1% |
| 3M | -6.8% | -11.6% | +4.8% | -5.0% |
| 6M | -9.7% | -12.8% | +3.2% | -8.0% |
| YTD | -15.0% | -49.2% | +34.2% | -4.3% |
| 1Y | -19.1% | -37.7% | +18.6% | -13.0% |
| 3Y | +21.4% | -74.7% | +96.1% | +50.9% |
| 5Y | +51.2% | -76.7% | +127.8% | +85.0% |
| 10Y | +240.2% | +82.7% | +157.5% | +141.4% |
| All | +206.4% | +745.2% | -538.8% | -8.7% |
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