+1,442.6%
FAST vs LULU
+745.2%
+697.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.9% |
| 7D | +4.2% | -4.6% | +8.8% | +5.3% |
| 30D | +6.7% | +12.3% | -5.6% | +3.4% |
| 3M | +8.0% | -11.6% | +19.7% | +10.1% |
| 6M | +27.4% | -12.8% | +40.3% | +29.7% |
| YTD | +40.5% | -49.2% | +89.7% | +61.8% |
| 1Y | +38.4% | -37.7% | +76.1% | +51.3% |
| 3Y | +98.7% | -74.7% | +173.3% | +158.6% |
| 5Y | +106.7% | -76.7% | +183.4% | +166.0% |
| 10Y | +545.1% | +82.7% | +462.4% | +362.4% |
| All | +1,442.6% | +745.2% | +697.4% | +395.1% |
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 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