-75.1%
LULU vs ITOT
+75.8%
-150.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.2% |
| 7D | -1.6% | -0.9% | -0.7% | -0.5% |
| 30D | -18.1% | -1.5% | -16.7% | -16.6% |
| 3M | -18.8% | +3.6% | -22.3% | -22.2% |
| 6M | -39.2% | +13.7% | -52.9% | -47.8% |
| YTD | -52.4% | +12.9% | -65.3% | -58.7% |
| 1Y | -40.3% | +17.2% | -57.5% | -50.3% |
| 3Y | -75.1% | +75.6% | -150.7% | -87.1% |
| All | -75.1% | +75.8% | -150.9% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling