+48.1%
IJH vs LULU
-76.9%
+125.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -1.9% | -1.6% | -0.2% | -1.5% |
| 30D | -4.6% | -18.1% | +13.5% | -0.8% |
| 3M | -1.2% | -18.8% | +17.6% | +2.7% |
| 6M | +9.4% | -39.2% | +48.6% | +21.1% |
| YTD | +13.3% | -52.4% | +65.7% | +32.9% |
| 1Y | +13.4% | -40.3% | +53.7% | +24.8% |
| 3Y | +50.4% | -75.1% | +125.5% | +98.6% |
| All | +48.1% | -76.9% | +125.0% | +87.4% |
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