-51.2%
LULU vs IRM
+34.4%
-85.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.6% | -19.0% | -17.4% |
| 7D | -16.7% | -0.5% | -16.3% | -16.7% |
| 30D | -18.5% | -8.1% | -10.5% | -18.3% |
| 3M | -19.5% | -9.7% | -9.8% | -19.3% |
| 6M | -41.9% | +10.0% | -51.9% | -42.5% |
| YTD | -51.6% | +43.0% | -94.6% | -51.2% |
| 1Y | -51.2% | +32.7% | -83.9% | -50.4% |
| All | -51.2% | +34.4% | -85.6% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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