+128.2%
FCX vs LULU
+675.0%
-546.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.8% | -3.7% | -5.6% |
| 7D | -1.9% | -20.4% | +18.6% | +5.4% |
| 30D | +3.4% | -22.9% | +26.3% | +12.0% |
| 3M | +15.0% | -18.5% | +33.5% | +21.4% |
| 6M | +14.6% | -41.8% | +56.4% | +36.1% |
| YTD | +41.2% | -53.4% | +94.6% | +79.5% |
| 1Y | +60.4% | -40.9% | +101.3% | +86.0% |
| 3Y | +88.4% | -75.6% | +164.0% | +181.9% |
| 5Y | +115.0% | -77.2% | +192.3% | +220.2% |
| 10Y | +669.9% | +49.5% | +620.4% | +478.9% |
| All | +128.2% | +675.0% | -546.8% | -40.8% |
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