+1,934.4%
TT vs LULU
+725.5%
+1,208.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | +1.6% | -12.6% | +14.1% | +4.5% |
| 30D | -7.3% | -19.7% | +12.4% | -2.6% |
| 3M | -2.6% | -12.2% | +9.6% | -0.5% |
| 6M | +5.9% | -39.3% | +45.2% | +18.4% |
| YTD | +15.4% | -50.3% | +65.7% | +35.3% |
| 1Y | +8.2% | -38.6% | +46.9% | +19.1% |
| 3Y | +122.7% | -74.0% | +196.6% | +194.2% |
| 5Y | +145.0% | -72.9% | +217.9% | +209.7% |
| 10Y | +893.7% | +56.2% | +837.6% | +619.4% |
| All | +1,934.4% | +725.5% | +1,208.9% | +461.7% |
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 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