+592.0%
LULU vs IBN
+329.8%
+262.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.3% | -2.7% |
| 7D | -20.4% | -5.5% | -15.0% | -18.9% |
| 30D | -22.9% | -3.4% | -19.5% | -22.0% |
| 3M | -18.5% | +8.7% | -27.2% | -20.8% |
| 6M | -41.8% | +3.7% | -45.5% | -42.5% |
| YTD | -53.4% | -2.4% | -51.0% | -53.0% |
| 1Y | -40.9% | -8.1% | -32.8% | -39.4% |
| 3Y | -75.6% | +26.3% | -101.9% | -77.7% |
| 5Y | -77.2% | +54.9% | -132.2% | -80.7% |
| 10Y | +49.5% | +311.8% | -262.3% | -17.5% |
| All | +592.0% | +329.8% | +262.2% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling