+592.0%
LULU vs IAG
+163.3%
+428.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.7% |
| 7D | -20.4% | -4.1% | -16.4% | -20.1% |
| 30D | -22.9% | +10.6% | -33.5% | -23.6% |
| 3M | -18.5% | +35.4% | -53.9% | -20.9% |
| 6M | -41.8% | -9.5% | -32.2% | -41.7% |
| YTD | -53.4% | +21.8% | -75.2% | -54.7% |
| 1Y | -40.9% | +84.1% | -125.0% | -44.8% |
| 3Y | -75.6% | +817.4% | -892.9% | -80.8% |
| 5Y | -77.2% | +830.1% | -907.3% | -82.8% |
| 10Y | +49.5% | +413.8% | -364.3% | +10.7% |
| All | +592.0% | +163.3% | +428.7% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling