+53.3%
LULU vs INDA
+109.4%
-56.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -1.6% | -2.7% | +1.1% | -0.3% |
| 30D | -18.1% | -2.8% | -15.4% | -17.0% |
| 3M | -18.8% | +1.6% | -20.4% | -19.5% |
| 6M | -39.2% | -1.4% | -37.8% | -38.7% |
| YTD | -52.4% | -10.1% | -42.2% | -49.7% |
| 1Y | -40.3% | -8.8% | -31.5% | -37.4% |
| 3Y | -75.1% | +7.6% | -82.7% | -76.1% |
| 5Y | -76.7% | +5.8% | -82.5% | -77.4% |
| 10Y | +52.7% | +84.0% | -31.3% | +15.9% |
| All | +53.3% | +109.4% | -56.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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