+606.9%
LULU vs ITW
+670.4%
-63.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.3% |
| 7D | -1.6% | -0.7% | -0.9% | -1.1% |
| 30D | -18.1% | -8.3% | -9.8% | -12.4% |
| 3M | -18.8% | +6.0% | -24.8% | -22.8% |
| 6M | -39.2% | 0.0% | -39.2% | -39.8% |
| YTD | -52.4% | +10.2% | -62.6% | -56.6% |
| 1Y | -40.3% | +3.2% | -43.5% | -42.7% |
| 3Y | -75.1% | +21.0% | -96.1% | -79.0% |
| 5Y | -76.7% | +37.9% | -114.7% | -82.5% |
| 10Y | +52.7% | +193.2% | -140.5% | -45.8% |
| All | +606.9% | +670.4% | -63.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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