+1,432.9%
FAST vs LULU
+783.0%
+649.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +4.8% | +3.2% | +1.6% | +4.0% |
| 30D | +8.6% | +16.8% | -8.2% | +4.4% |
| 3M | +5.7% | -13.6% | +19.3% | +8.4% |
| 6M | +25.5% | -15.9% | +41.3% | +28.9% |
| YTD | +39.6% | -46.9% | +86.5% | +59.2% |
| 1Y | +35.5% | -35.2% | +70.7% | +46.8% |
| 3Y | +96.2% | -73.3% | +169.5% | +152.3% |
| 5Y | +110.2% | -75.9% | +186.1% | +168.4% |
| 10Y | +531.8% | +93.4% | +438.4% | +346.7% |
| All | +1,432.9% | +783.0% | +649.9% | +387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling