-48.6%
TOST vs LULU
-76.7%
+28.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.5% |
| 7D | -5.4% | -1.6% | -3.8% | -4.7% |
| 30D | -5.7% | -18.1% | +12.4% | +2.6% |
| 3M | +30.1% | -18.8% | +48.9% | +41.8% |
| 6M | +11.9% | -39.2% | +51.1% | +40.1% |
| YTD | -9.5% | -52.4% | +42.8% | +28.4% |
| 1Y | -21.3% | -40.3% | +19.0% | -1.3% |
| 3Y | +50.7% | -75.1% | +125.8% | +171.8% |
| All | -48.6% | -76.7% | +28.1% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling