+31.6%
FAST vs LULU
-31.7%
+63.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | +1.1% |
| 7D | +3.4% | +6.5% | -3.1% | +2.6% |
| 30D | +5.5% | +20.3% | -14.8% | +2.9% |
| 3M | +7.6% | -8.9% | +16.5% | +8.7% |
| 6M | +19.8% | -13.1% | +32.9% | +21.8% |
| YTD | +35.5% | -46.1% | +81.5% | +50.9% |
| 1Y | +31.6% | -30.3% | +61.9% | +34.6% |
| All | +31.6% | -31.7% | +63.3% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 1y: compounded portfolio wealth divided by compounded LULU 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…
1y analysis · Full analysis span regression · 6 months rolling