+82.3%
IVV vs LULU
-77.0%
+159.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.3% |
| 7D | -0.4% | -16.9% | +16.6% | +3.0% |
| 30D | -1.4% | -22.0% | +20.6% | +3.1% |
| 3M | +3.7% | -17.8% | +21.5% | +7.0% |
| 6M | +13.0% | -41.3% | +54.3% | +24.6% |
| YTD | +12.4% | -52.0% | +64.5% | +29.1% |
| 1Y | +18.6% | -39.8% | +58.4% | +28.8% |
| 3Y | +78.1% | -74.8% | +152.9% | +126.7% |
| 5Y | +82.3% | -76.3% | +158.6% | +125.3% |
| All | +82.3% | -77.0% | +159.3% | +125.3% |
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