+592.0%
LULU vs IT
+670.3%
-78.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.1% |
| 7D | -20.4% | -12.7% | -7.7% | -14.9% |
| 30D | -22.9% | -8.9% | -14.0% | -19.3% |
| 3M | -18.5% | +10.1% | -28.7% | -24.7% |
| 6M | -41.8% | +7.3% | -49.1% | -46.3% |
| YTD | -53.4% | -32.4% | -21.0% | -46.5% |
| 1Y | -40.9% | -26.6% | -14.2% | -35.4% |
| 3Y | -75.6% | -51.8% | -23.7% | -68.6% |
| 5Y | -77.2% | -45.6% | -31.6% | -72.9% |
| 10Y | +49.5% | +92.4% | -42.9% | -21.4% |
| All | +592.0% | +670.3% | -78.3% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling