-41.3%
LULU vs IWD
+18.5%
-59.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.5% |
| 7D | -16.9% | -1.2% | -15.8% | -15.2% |
| 30D | -22.0% | -1.6% | -20.3% | -19.7% |
| 3M | -17.8% | +7.0% | -24.8% | -23.9% |
| 6M | -41.3% | +17.0% | -58.2% | -52.1% |
| All | -41.3% | +18.5% | -59.8% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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