+94.7%
FAST vs LULU
-74.3%
+169.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | +1.3% | -12.6% | +13.8% | +2.8% |
| 30D | -4.7% | -19.7% | +15.0% | -2.2% |
| 3M | +7.9% | -12.2% | +20.2% | +9.3% |
| 6M | +7.4% | -39.3% | +46.8% | +14.2% |
| YTD | +25.1% | -50.3% | +75.4% | +36.4% |
| 1Y | +4.7% | -38.6% | +43.3% | +10.8% |
| 3Y | +94.7% | -74.0% | +168.7% | +126.9% |
| All | +94.7% | -74.3% | +169.0% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling