+65.4%
FDX vs LULU
-77.2%
+142.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.5% |
| 7D | -3.9% | -20.4% | +16.6% | +0.6% |
| 30D | -3.3% | -22.9% | +19.6% | +1.7% |
| 3M | -2.0% | -18.5% | +16.6% | +1.5% |
| 6M | +8.0% | -41.8% | +49.8% | +20.2% |
| YTD | +35.0% | -53.4% | +88.4% | +57.7% |
| 1Y | +73.7% | -40.9% | +114.6% | +90.6% |
| 3Y | +61.6% | -75.6% | +137.1% | +108.2% |
| 5Y | +65.4% | -77.2% | +142.6% | +93.8% |
| All | +65.4% | -77.2% | +142.5% | +93.8% |
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 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