+143.8%
IBM vs LULU
+53.6%
+90.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.6% |
| 7D | +3.6% | -1.6% | +5.2% | +3.8% |
| 30D | +3.1% | -18.1% | +21.2% | +6.1% |
| 3M | -10.8% | -18.8% | +7.9% | -8.1% |
| 6M | -0.8% | -39.2% | +38.4% | +7.0% |
| YTD | -16.2% | -52.4% | +36.2% | -6.1% |
| 1Y | -2.9% | -40.3% | +37.4% | +4.7% |
| 3Y | +79.8% | -75.1% | +154.9% | +116.1% |
| 5Y | +124.9% | -76.7% | +201.6% | +166.7% |
| All | +143.8% | +53.6% | +90.2% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling