+313.6%
IVV vs LULU
+50.4%
+263.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | 0.0% |
| 7D | -2.0% | -20.4% | +18.4% | +2.6% |
| 30D | -1.6% | -22.9% | +21.2% | +3.6% |
| 3M | +4.8% | -18.5% | +23.3% | +8.6% |
| 6M | +12.6% | -41.8% | +54.4% | +25.3% |
| YTD | +11.8% | -53.4% | +65.2% | +30.6% |
| 1Y | +17.6% | -40.9% | +58.5% | +29.1% |
| 3Y | +77.0% | -75.6% | +152.6% | +129.9% |
| 5Y | +82.6% | -77.2% | +159.8% | +133.4% |
| All | +313.6% | +50.4% | +263.3% | +296.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling