+150.0%
TOST vs LULU
-73.1%
+223.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +3.0% | +3.2% | -0.2% | +2.0% |
| 30D | +10.3% | +16.8% | -6.5% | +4.8% |
| 3M | -3.3% | -13.6% | +10.4% | +0.2% |
| 6M | +37.8% | -15.9% | +53.7% | +43.6% |
| YTD | -2.8% | -46.9% | +44.1% | +15.6% |
| 1Y | -9.6% | -35.2% | +25.6% | +1.6% |
| All | +150.0% | -73.1% | +223.1% | +218.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling