+110.2%
FAST vs LULU
-76.2%
+186.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +4.8% | +3.2% | +1.6% | +4.2% |
| 30D | +8.6% | +16.8% | -8.2% | +5.4% |
| 3M | +5.7% | -13.6% | +19.3% | +7.9% |
| 6M | +25.5% | -15.9% | +41.3% | +28.3% |
| YTD | +39.6% | -46.9% | +86.5% | +55.5% |
| 1Y | +35.5% | -35.2% | +70.7% | +44.8% |
| 3Y | +96.2% | -73.3% | +169.5% | +142.7% |
| 5Y | +110.2% | -75.9% | +186.1% | +155.1% |
| All | +110.2% | -76.2% | +186.4% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling