+42.1%
ICE vs LULU
-75.0%
+117.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.9% |
| 7D | -2.4% | -1.6% | -0.8% | -2.3% |
| 30D | +4.0% | -18.1% | +22.1% | +5.5% |
| 3M | +13.7% | -18.8% | +32.4% | +15.3% |
| 6M | +0.9% | -39.2% | +40.1% | +4.3% |
| YTD | -2.1% | -52.4% | +50.2% | +2.8% |
| 1Y | -9.5% | -40.3% | +30.8% | -6.5% |
| 3Y | +42.1% | -75.1% | +117.2% | +56.8% |
| All | +42.1% | -75.0% | +117.1% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling