+59.6%
FCX vs LULU
-49.9%
+109.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.4% | +17.6% | +3.0% |
| 7D | -4.9% | -16.7% | +11.9% | -2.4% |
| 30D | +4.8% | -18.5% | +23.4% | +7.9% |
| 3M | +4.6% | -19.5% | +24.1% | +8.3% |
| 6M | +10.8% | -41.9% | +52.7% | +20.7% |
| YTD | +44.2% | -51.6% | +95.8% | +58.3% |
| 1Y | +59.6% | -51.2% | +110.7% | +68.6% |
| All | +59.6% | -49.9% | +109.5% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling