+61.7%
IWM vs LULU
-75.6%
+137.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -2.5% | -20.4% | +17.9% | +1.3% |
| 30D | -4.4% | -22.9% | +18.5% | -0.2% |
| 3M | +2.2% | -18.5% | +20.8% | +5.4% |
| 6M | +14.0% | -41.8% | +55.8% | +25.1% |
| YTD | +17.4% | -53.4% | +70.7% | +34.4% |
| 1Y | +22.9% | -40.9% | +63.8% | +33.3% |
| All | +61.7% | -75.6% | +137.2% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling