+84.4%
TSM vs LULU
-49.9%
+134.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -17.4% | +20.2% | +3.5% |
| 7D | +2.7% | -16.7% | +19.4% | +3.4% |
| 30D | +3.6% | -18.5% | +22.1% | +4.4% |
| 3M | -3.4% | -19.5% | +16.1% | -2.1% |
| 6M | +20.6% | -41.9% | +62.5% | +25.0% |
| YTD | +41.9% | -51.6% | +93.5% | +47.3% |
| 1Y | +84.4% | -51.2% | +135.6% | +89.3% |
| All | +84.4% | -49.9% | +134.3% | +89.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling