+25.5%
TSM vs LULU
-39.8%
+65.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.7% |
| 7D | +4.8% | -16.9% | +21.7% | +5.4% |
| 30D | +4.0% | -22.0% | +26.0% | +5.8% |
| 3M | +2.0% | -17.8% | +19.8% | +3.9% |
| 6M | +25.5% | -41.3% | +66.8% | +41.9% |
| All | +25.5% | -39.8% | +65.3% | +41.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling