+277.6%
TSM vs LULU
-77.2%
+354.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -1.0% |
| 7D | +2.6% | -20.4% | +23.1% | +7.7% |
| 30D | +1.4% | -22.9% | +24.3% | +7.0% |
| 3M | +5.0% | -18.5% | +23.5% | +8.6% |
| 6M | +24.0% | -41.8% | +65.7% | +39.7% |
| YTD | +41.6% | -53.4% | +95.0% | +68.8% |
| 1Y | +66.2% | -40.9% | +107.1% | +84.3% |
| 3Y | +398.2% | -75.6% | +473.8% | +577.4% |
| 5Y | +277.6% | -77.2% | +354.8% | +411.7% |
| All | +277.6% | -77.2% | +354.8% | +411.7% |
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 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