+50.4%
FERG vs LULU
-75.0%
+125.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.3% |
| 7D | -2.6% | -1.6% | -0.9% | -2.3% |
| 30D | -8.9% | -18.1% | +9.2% | -5.7% |
| 3M | -2.0% | -18.8% | +16.7% | +1.4% |
| 6M | -3.2% | -39.2% | +36.0% | +6.4% |
| YTD | +1.5% | -52.4% | +53.9% | +17.5% |
| 1Y | +0.5% | -40.3% | +40.8% | +9.8% |
| 3Y | +50.4% | -75.1% | +125.5% | +92.5% |
| All | +50.4% | -75.0% | +125.4% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling