+218.7%
TPR vs LULU
-77.0%
+295.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.0% |
| 7D | -7.3% | -16.9% | +9.6% | -1.5% |
| 30D | -30.7% | -22.0% | -8.8% | -24.6% |
| 3M | -21.6% | -17.8% | -3.8% | -16.7% |
| 6M | -21.3% | -41.3% | +19.9% | -5.7% |
| YTD | -10.2% | -52.0% | +41.8% | +16.0% |
| 1Y | +9.5% | -39.8% | +49.3% | +28.0% |
| 3Y | +280.8% | -74.8% | +355.6% | +497.4% |
| 5Y | +218.7% | -76.3% | +295.0% | +366.0% |
| All | +218.7% | -77.0% | +295.7% | +366.0% |
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