+1,279.4%
FAST vs LULU
+704.9%
+574.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.4% | +18.1% | +4.9% |
| 7D | -0.4% | -16.7% | +16.4% | +3.6% |
| 30D | -0.8% | -18.5% | +17.8% | +3.5% |
| 3M | +5.8% | -19.5% | +25.2% | +10.3% |
| 6M | +8.0% | -41.9% | +49.9% | +21.2% |
| YTD | +25.6% | -51.6% | +77.2% | +47.0% |
| 1Y | +0.8% | -51.2% | +52.0% | +16.7% |
| 3Y | +86.1% | -75.1% | +161.2% | +143.5% |
| 5Y | +100.2% | -74.1% | +174.3% | +150.9% |
| 10Y | +494.2% | +46.7% | +447.5% | +351.2% |
| All | +1,279.4% | +704.9% | +574.5% | +349.8% |
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