+521.9%
FAST vs LULU
+54.8%
+467.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.5% |
| 7D | +1.8% | -16.9% | +18.7% | +5.5% |
| 30D | -6.4% | -22.0% | +15.5% | -1.9% |
| 3M | +5.3% | -17.8% | +23.2% | +9.0% |
| 6M | +5.4% | -41.3% | +46.6% | +16.8% |
| YTD | +23.6% | -52.0% | +75.6% | +43.0% |
| 1Y | +4.1% | -39.8% | +43.9% | +13.9% |
| 3Y | +92.4% | -74.8% | +167.2% | +146.0% |
| 5Y | +106.1% | -76.3% | +182.4% | +159.0% |
| All | +521.9% | +54.8% | +467.2% | +446.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling