+38.2%
IWM vs LULU
-77.2%
+115.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | -2.5% | -20.4% | +17.9% | +2.7% |
| 30D | -4.4% | -22.9% | +18.5% | +1.3% |
| 3M | +2.2% | -18.5% | +20.8% | +6.5% |
| 6M | +14.0% | -41.8% | +55.8% | +29.1% |
| YTD | +17.4% | -53.4% | +70.7% | +40.6% |
| 1Y | +22.9% | -40.9% | +63.8% | +37.0% |
| 3Y | +62.1% | -75.6% | +137.6% | +121.3% |
| 5Y | +38.2% | -77.2% | +115.4% | +84.3% |
| All | +38.2% | -77.2% | +115.3% | +84.3% |
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