+606.9%
LULU vs IFF
+156.6%
+450.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -1.6% | -3.2% | +1.5% | +0.2% |
| 30D | -18.1% | -0.3% | -17.8% | -18.0% |
| 3M | -18.8% | +8.4% | -27.2% | -22.8% |
| 6M | -39.2% | +23.0% | -62.2% | -47.2% |
| YTD | -52.4% | +25.5% | -77.8% | -59.3% |
| 1Y | -40.3% | +29.1% | -69.4% | -49.9% |
| 3Y | -75.1% | +31.7% | -106.8% | -80.0% |
| 5Y | -76.7% | -35.2% | -41.5% | -73.0% |
| 10Y | +52.7% | -20.7% | +73.5% | +33.9% |
| All | +606.9% | +156.6% | +450.4% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling