+318.2%
TPR vs LULU
+704.9%
-386.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.4% | +17.4% | +6.6% |
| 7D | -2.3% | -16.7% | +14.4% | +3.8% |
| 30D | -23.0% | -18.5% | -4.4% | -17.5% |
| 3M | -12.5% | -19.5% | +7.0% | -6.4% |
| 6M | -21.4% | -41.9% | +20.5% | -5.5% |
| YTD | -3.5% | -51.6% | +48.1% | +23.5% |
| 1Y | +17.4% | -51.2% | +68.5% | +47.6% |
| 3Y | +291.3% | -75.1% | +366.4% | +507.5% |
| 5Y | +241.9% | -74.1% | +316.0% | +408.3% |
| 10Y | +322.7% | +46.7% | +275.9% | +215.9% |
| All | +318.2% | +704.9% | -386.7% | +13.4% |
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