+688.4%
LULU vs IP
+110.5%
+577.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +16.8% | +9.4% | +7.4% | +12.1% |
| 3M | -13.6% | -14.1% | +0.4% | -7.9% |
| 6M | -15.9% | +9.2% | -25.0% | -20.4% |
| YTD | -46.9% | -7.5% | -39.3% | -46.8% |
| 1Y | -35.2% | -2.8% | -32.4% | -36.7% |
| 3Y | -73.3% | +21.2% | -94.6% | -77.6% |
| 5Y | -75.9% | -11.5% | -64.4% | -76.9% |
| 10Y | +93.4% | +23.7% | +69.8% | +42.2% |
| All | +688.4% | +110.5% | +577.9% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling