+879.5%
TTMI vs LULU
+675.0%
+204.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.7% |
| 7D | +6.0% | -20.4% | +26.5% | +12.5% |
| 30D | -6.4% | -22.9% | +16.4% | -0.4% |
| 3M | -28.9% | -18.5% | -10.4% | -26.3% |
| 6M | +26.9% | -41.8% | +68.7% | +45.3% |
| YTD | +77.3% | -53.4% | +130.7% | +116.5% |
| 1Y | +147.5% | -40.9% | +188.4% | +178.2% |
| 3Y | +847.6% | -75.6% | +923.2% | +1,241.3% |
| 5Y | +802.2% | -77.2% | +879.4% | +1,155.1% |
| 10Y | +1,076.3% | +49.5% | +1,026.8% | +685.5% |
| All | +879.5% | +675.0% | +204.5% | +130.4% |
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