+106.1%
FAST vs LULU
-77.0%
+183.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.6% |
| 7D | +1.8% | -16.9% | +18.7% | +5.0% |
| 30D | -6.4% | -22.0% | +15.5% | -2.4% |
| 3M | +5.3% | -17.8% | +23.2% | +8.5% |
| 6M | +5.4% | -41.3% | +46.6% | +15.5% |
| YTD | +23.6% | -52.0% | +75.6% | +40.7% |
| 1Y | +4.1% | -39.8% | +43.9% | +12.8% |
| 3Y | +92.4% | -74.8% | +167.2% | +140.0% |
| 5Y | +106.1% | -76.3% | +182.4% | +156.2% |
| All | +106.1% | -77.0% | +183.1% | +156.2% |
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