+180.0%
IYR vs LULU
+675.0%
-495.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | -2.8% | -20.4% | +17.6% | +2.7% |
| 30D | -2.5% | -22.9% | +20.3% | +3.6% |
| 3M | -3.0% | -18.5% | +15.6% | +1.4% |
| 6M | +1.6% | -41.8% | +43.4% | +15.1% |
| YTD | +7.3% | -53.4% | +60.7% | +28.3% |
| 1Y | +5.6% | -40.9% | +46.5% | +17.7% |
| 3Y | +28.1% | -75.6% | +103.7% | +71.8% |
| 5Y | +6.1% | -77.2% | +83.3% | +39.5% |
| 10Y | +67.7% | +49.5% | +18.1% | +14.8% |
| All | +180.0% | +675.0% | -495.1% | -37.2% |
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