-30.3%
LULU vs IFF
+44.8%
-75.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.9% | +9.7% | +6.2% |
| 7D | +6.5% | -3.3% | +9.8% | +7.4% |
| 30D | +20.3% | +5.3% | +15.0% | +18.0% |
| 3M | -8.9% | +8.9% | -17.8% | -11.7% |
| 6M | -13.1% | +26.3% | -39.5% | -20.0% |
| YTD | -46.1% | +32.2% | -78.3% | -52.1% |
| 1Y | -30.3% | +45.8% | -76.0% | -40.5% |
| All | -30.3% | +44.8% | -75.1% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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