-30.3%
LULU vs IBN
+4.2%
-34.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.8% | +1.0% | +2.1% |
| 7D | +6.5% | +8.9% | -2.4% | +0.3% |
| 30D | +20.3% | +12.6% | +7.7% | +10.9% |
| 3M | -8.9% | +3.1% | -12.0% | -10.9% |
| 6M | -13.1% | +20.6% | -33.7% | -23.7% |
| YTD | -46.1% | +5.8% | -51.9% | -47.5% |
| 1Y | -30.3% | +3.7% | -33.9% | -30.9% |
| All | -30.3% | +4.2% | -34.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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