+41.7%
ICE vs LULU
-76.9%
+118.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.7% |
| 7D | -2.4% | -1.6% | -0.8% | -2.2% |
| 30D | +4.0% | -18.1% | +22.1% | +6.8% |
| 3M | +13.7% | -18.8% | +32.4% | +16.7% |
| 6M | +0.9% | -39.2% | +40.1% | +7.7% |
| YTD | -2.1% | -52.4% | +50.2% | +8.3% |
| 1Y | -9.5% | -40.3% | +30.8% | -3.7% |
| 3Y | +42.1% | -75.1% | +117.2% | +70.7% |
| All | +41.7% | -76.9% | +118.6% | +70.2% |
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