+29.1%
IYR vs LULU
-75.0%
+104.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.6% |
| 7D | -1.4% | -1.6% | +0.3% | -1.2% |
| 30D | -2.7% | -18.1% | +15.5% | -1.1% |
| 3M | -2.1% | -18.8% | +16.6% | -0.6% |
| 6M | +3.6% | -39.2% | +42.8% | +7.7% |
| YTD | +8.1% | -52.4% | +60.5% | +15.0% |
| 1Y | +4.7% | -40.3% | +45.0% | +8.7% |
| 3Y | +29.1% | -75.1% | +104.2% | +43.4% |
| All | +29.1% | -75.0% | +104.2% | +43.4% |
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