+145.0%
TRV vs LULU
-75.0%
+220.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +2.0% |
| 7D | +1.9% | -1.6% | +3.6% | +2.0% |
| 30D | +1.7% | -18.1% | +19.8% | +2.6% |
| 3M | +23.9% | -18.8% | +42.7% | +25.0% |
| 6M | +26.3% | -39.2% | +65.5% | +29.0% |
| YTD | +30.8% | -52.4% | +83.2% | +35.4% |
| 1Y | +36.3% | -40.3% | +76.6% | +39.1% |
| 3Y | +145.0% | -75.1% | +220.1% | +158.7% |
| All | +145.0% | -75.0% | +220.0% | +158.7% |
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