+44.7%
IBKR vs LULU
-49.9%
+94.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.4% | +17.0% | +3.1% |
| 7D | -3.3% | -16.7% | +13.4% | 0.0% |
| 30D | +4.5% | -18.5% | +23.0% | +8.3% |
| 3M | +6.5% | -19.5% | +25.9% | +10.6% |
| 6M | +34.2% | -41.9% | +76.1% | +52.7% |
| YTD | +44.5% | -51.6% | +96.0% | +71.5% |
| 1Y | +44.7% | -51.2% | +95.9% | +71.1% |
| All | +44.7% | -49.9% | +94.6% | +71.1% |
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