+641.4%
IVV vs LULU
+745.2%
-103.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.6% |
| 7D | +2.6% | -4.6% | +7.2% | +3.5% |
| 30D | -2.0% | +12.3% | -14.3% | -4.5% |
| 3M | -2.8% | -11.6% | +8.9% | -1.1% |
| 6M | +2.2% | -12.8% | +15.0% | +3.7% |
| YTD | +11.5% | -49.2% | +60.7% | +25.5% |
| 1Y | +13.5% | -37.7% | +51.2% | +22.2% |
| 3Y | +78.1% | -74.7% | +152.8% | +122.6% |
| 5Y | +73.1% | -76.7% | +149.8% | +114.7% |
| 10Y | +310.4% | +82.7% | +227.8% | +226.9% |
| All | +641.4% | +745.2% | -103.8% | +225.9% |
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