+62.8%
FDX vs LULU
-76.9%
+139.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.4% |
| 7D | -3.3% | -1.6% | -1.6% | -3.0% |
| 30D | -4.5% | -18.1% | +13.6% | -0.9% |
| 3M | -7.3% | -18.8% | +11.4% | -4.0% |
| 6M | +7.5% | -39.2% | +46.7% | +18.5% |
| YTD | +35.1% | -52.4% | +87.5% | +57.0% |
| 1Y | +71.4% | -40.3% | +111.7% | +87.8% |
| 3Y | +60.8% | -75.1% | +135.9% | +106.4% |
| All | +62.8% | -76.9% | +139.6% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling