+339.6%
FDX vs LULU
+725.5%
-385.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -3.3% |
| 7D | -3.3% | -12.6% | +9.2% | -0.5% |
| 30D | -1.4% | -19.7% | +18.4% | +3.6% |
| 3M | -4.5% | -12.2% | +7.7% | -2.4% |
| 6M | +9.4% | -39.3% | +48.8% | +22.5% |
| YTD | +36.0% | -50.3% | +86.4% | +59.8% |
| 1Y | +75.5% | -38.6% | +114.1% | +93.8% |
| 3Y | +62.8% | -74.0% | +136.8% | +115.1% |
| 5Y | +64.4% | -72.9% | +137.3% | +107.9% |
| 10Y | +175.5% | +56.2% | +119.3% | +109.5% |
| All | +339.6% | +725.5% | -385.9% | +47.0% |
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