+227.6%
TMUS vs LULU
+725.5%
-497.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -0.3% | -12.6% | +12.3% | +2.2% |
| 30D | +3.1% | -19.7% | +22.9% | +7.5% |
| 3M | +2.4% | -12.2% | +14.6% | +4.7% |
| 6M | -17.1% | -39.3% | +22.3% | -9.4% |
| YTD | -9.1% | -50.3% | +41.3% | +3.1% |
| 1Y | -23.6% | -38.6% | +15.0% | -17.6% |
| 3Y | +38.8% | -74.0% | +112.8% | +71.6% |
| 5Y | +43.0% | -72.9% | +115.9% | +68.8% |
| 10Y | +309.1% | +56.2% | +252.9% | +201.6% |
| All | +227.6% | +725.5% | -497.9% | -1.6% |
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