-75.1%
LULU vs IFF
+29.0%
-104.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -1.6% | -3.2% | +1.5% | -0.3% |
| 30D | -18.1% | -0.3% | -17.8% | -18.0% |
| 3M | -18.8% | +8.4% | -27.2% | -21.7% |
| 6M | -39.2% | +23.0% | -62.2% | -45.1% |
| YTD | -52.4% | +25.5% | -77.8% | -57.6% |
| 1Y | -40.3% | +29.1% | -69.4% | -47.7% |
| 3Y | -75.1% | +31.7% | -106.8% | -78.1% |
| All | -75.1% | +29.0% | -104.1% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling