-2.3%
FERG vs LULU
-49.9%
+47.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -17.4% | +19.7% | +4.7% |
| 7D | 0.0% | -16.7% | +16.7% | +2.2% |
| 30D | -10.2% | -18.5% | +8.4% | -7.9% |
| 3M | -0.6% | -19.5% | +18.9% | +2.0% |
| 6M | -6.5% | -41.9% | +35.4% | +0.8% |
| YTD | +4.2% | -51.6% | +55.8% | +15.2% |
| 1Y | -2.3% | -51.2% | +48.9% | +5.5% |
| All | -2.3% | -49.9% | +47.7% | +5.5% |
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