+116.3%
IBM vs LULU
-77.2%
+193.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.4% | -2.1% |
| 7D | -0.3% | -20.4% | +20.1% | +2.6% |
| 30D | -1.8% | -22.9% | +21.0% | +1.4% |
| 3M | -13.5% | -18.5% | +5.1% | -11.3% |
| 6M | -5.1% | -41.8% | +36.7% | +1.4% |
| YTD | -19.4% | -53.4% | +34.0% | -11.8% |
| 1Y | -6.5% | -40.9% | +34.4% | -0.4% |
| 3Y | +73.8% | -75.6% | +149.4% | +99.2% |
| 5Y | +116.3% | -77.2% | +193.6% | +134.0% |
| All | +116.3% | -77.2% | +193.5% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling