+53.9%
LULU vs IP
+15.7%
+38.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.1% | +1.7% | -1.6% |
| 7D | -16.9% | -4.6% | -12.4% | -15.7% |
| 30D | -22.0% | -15.3% | -6.7% | -17.5% |
| 3M | -17.8% | +2.7% | -20.5% | -19.4% |
| 6M | -41.3% | -7.4% | -33.9% | -40.8% |
| YTD | -52.0% | -8.8% | -43.2% | -51.5% |
| 1Y | -39.8% | -22.4% | -17.4% | -35.8% |
| 3Y | -74.8% | +14.2% | -89.1% | -77.4% |
| 5Y | -76.3% | -21.8% | -54.5% | -75.9% |
| 10Y | +53.9% | +18.3% | +35.6% | +23.4% |
| All | +53.9% | +15.7% | +38.2% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling