-51.2%
LULU vs IAG
+119.5%
-170.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.2% | -15.2% | -17.2% |
| 7D | -16.7% | -0.5% | -16.2% | -16.7% |
| 30D | -18.5% | +28.9% | -47.4% | -19.7% |
| 3M | -19.5% | +19.1% | -38.6% | -20.4% |
| 6M | -41.9% | -10.3% | -31.7% | -42.9% |
| YTD | -51.6% | +24.2% | -75.8% | -51.2% |
| 1Y | -51.2% | +116.5% | -167.7% | -43.6% |
| All | -51.2% | +119.5% | -170.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling