-41.8%
LULU vs IT
+3.4%
-45.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.0% |
| 7D | -20.4% | -12.7% | -7.7% | -17.9% |
| 30D | -22.9% | -8.9% | -14.0% | -21.0% |
| 3M | -18.5% | +10.1% | -28.7% | -21.3% |
| 6M | -41.8% | +7.3% | -49.1% | -43.8% |
| All | -41.8% | +3.4% | -45.2% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling