+50.0%
LULU vs IT
+103.1%
-53.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +0.1% |
| 7D | -1.6% | -3.7% | +2.0% | -0.4% |
| 30D | -18.1% | +0.1% | -18.2% | -18.2% |
| 3M | -18.8% | +20.7% | -39.5% | -26.2% |
| 6M | -39.2% | +12.0% | -51.2% | -43.7% |
| YTD | -52.4% | -28.8% | -23.6% | -47.3% |
| 1Y | -40.3% | -25.5% | -14.8% | -35.5% |
| 3Y | -75.1% | -48.8% | -26.3% | -69.6% |
| 5Y | -76.7% | -42.7% | -34.0% | -73.4% |
| All | +50.0% | +103.1% | -53.1% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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