+96.2%
FAST vs LULU
-72.9%
+169.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +4.8% | +3.2% | +1.6% | +4.4% |
| 30D | +8.6% | +16.8% | -8.2% | +6.3% |
| 3M | +5.7% | -13.6% | +19.3% | +7.3% |
| 6M | +25.5% | -15.9% | +41.3% | +27.6% |
| YTD | +39.6% | -46.9% | +86.5% | +51.0% |
| 1Y | +35.5% | -35.2% | +70.7% | +42.4% |
| 3Y | +96.2% | -73.3% | +169.5% | +125.1% |
| All | +96.2% | -72.9% | +169.1% | +125.1% |
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