+606.9%
LULU vs ITOT
+614.6%
-7.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.1% |
| 7D | -1.6% | -0.9% | -0.7% | -0.5% |
| 30D | -18.1% | -1.5% | -16.7% | -16.5% |
| 3M | -18.8% | +3.6% | -22.3% | -22.5% |
| 6M | -39.2% | +13.7% | -52.9% | -48.4% |
| YTD | -52.4% | +12.9% | -65.3% | -59.1% |
| 1Y | -40.3% | +17.2% | -57.5% | -51.1% |
| 3Y | -75.1% | +75.6% | -150.7% | -87.8% |
| 5Y | -76.7% | +75.5% | -152.2% | -88.3% |
| 10Y | +52.7% | +302.0% | -249.2% | -74.4% |
| All | +606.9% | +614.6% | -7.7% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling