-51.2%
LULU vs IP
-18.9%
-32.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.2% | -19.6% | -17.9% |
| 7D | -16.7% | -5.3% | -11.5% | -15.6% |
| 30D | -18.5% | -10.9% | -7.7% | -16.1% |
| 3M | -19.5% | +11.2% | -30.6% | -22.1% |
| 6M | -41.9% | -10.2% | -31.7% | -40.5% |
| YTD | -51.6% | -2.0% | -49.6% | -51.8% |
| 1Y | -51.2% | -19.1% | -32.1% | -49.4% |
| All | -51.2% | -18.9% | -32.3% | -49.4% |
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