+289.1%
IBM vs LULU
+725.5%
-436.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | +0.3% | -12.6% | +12.8% | +2.1% |
| 30D | -1.5% | -19.7% | +18.3% | +1.5% |
| 3M | -16.8% | -12.2% | -4.5% | -15.4% |
| 6M | -9.0% | -39.3% | +30.3% | -2.3% |
| YTD | -20.1% | -50.3% | +30.3% | -11.6% |
| 1Y | -7.0% | -38.6% | +31.6% | -0.7% |
| 3Y | +72.4% | -74.0% | +146.3% | +103.6% |
| 5Y | +112.0% | -72.9% | +184.9% | +142.3% |
| 10Y | +131.6% | +56.2% | +75.4% | +96.5% |
| All | +289.1% | +725.5% | -436.5% | +115.6% |
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