+1,680.3%
TSCO vs LULU
+691.8%
+988.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | -5.7% | -1.6% | -4.0% | -5.3% |
| 30D | -8.8% | -18.1% | +9.4% | -4.8% |
| 3M | +6.3% | -18.8% | +25.1% | +11.0% |
| 6M | -32.3% | -39.2% | +6.9% | -24.5% |
| YTD | -32.7% | -52.4% | +19.7% | -20.6% |
| 1Y | -43.7% | -40.3% | -3.4% | -37.5% |
| 3Y | -19.7% | -75.1% | +55.4% | +6.0% |
| 5Y | -11.6% | -76.7% | +65.1% | +15.7% |
| 10Y | +184.1% | +52.7% | +131.3% | +123.7% |
| All | +1,680.3% | +691.8% | +988.5% | +632.0% |
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 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