-74.0%
LULU vs IP
+24.1%
-98.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.1% |
| 7D | -12.6% | +0.1% | -12.6% | -12.7% |
| 30D | -19.7% | -11.2% | -8.5% | -17.0% |
| 3M | -12.2% | +12.3% | -24.5% | -15.8% |
| 6M | -39.3% | -5.2% | -34.1% | -39.2% |
| YTD | -50.3% | -4.0% | -46.4% | -50.6% |
| 1Y | -38.6% | -19.2% | -19.4% | -35.8% |
| 3Y | -74.0% | +20.3% | -94.3% | -74.4% |
| All | -74.0% | +24.1% | -98.0% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling