+505.2%
ICE vs LULU
+675.0%
-169.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | -5.3% | -20.4% | +15.1% | 0.0% |
| 30D | +3.0% | -22.9% | +25.9% | +9.5% |
| 3M | +11.4% | -18.5% | +30.0% | +16.5% |
| 6M | -2.0% | -41.8% | +39.7% | +10.8% |
| YTD | -3.1% | -53.4% | +50.3% | +15.8% |
| 1Y | -8.4% | -40.9% | +32.5% | +2.2% |
| 3Y | +40.7% | -75.6% | +116.3% | +87.7% |
| 5Y | +40.0% | -77.2% | +117.2% | +83.5% |
| 10Y | +213.5% | +49.5% | +164.0% | +115.4% |
| All | +505.2% | +675.0% | -169.8% | +43.7% |
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