-43.1%
LULU vs IRE
-82.8%
+39.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.2% | -7.7% | +2.6% |
| 7D | -12.6% | +58.9% | -71.5% | -12.4% |
| 30D | -19.7% | +17.2% | -36.9% | -19.7% |
| 3M | -12.2% | -58.6% | +46.4% | -11.6% |
| 6M | -39.3% | -23.5% | -15.9% | -38.8% |
| YTD | -50.3% | -47.4% | -2.9% | -50.2% |
| All | -43.1% | -82.8% | +39.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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