-30.3%
LULU vs IP
+2.3%
-32.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.3% |
| 7D | +6.5% | +3.4% | +3.1% | +5.5% |
| 30D | +20.3% | +11.2% | +9.1% | +16.7% |
| 3M | -8.9% | -14.8% | +5.9% | -5.4% |
| 6M | -13.1% | +17.3% | -30.4% | -17.5% |
| YTD | -46.1% | -6.2% | -39.9% | -45.5% |
| 1Y | -30.3% | +2.3% | -32.6% | -31.7% |
| All | -30.3% | +2.3% | -32.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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