+67.7%
FERG vs LULU
-76.9%
+144.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.2% |
| 7D | -2.6% | -1.6% | -0.9% | -2.2% |
| 30D | -8.9% | -18.1% | +9.2% | -5.0% |
| 3M | -2.0% | -18.8% | +16.7% | +2.2% |
| 6M | -3.2% | -39.2% | +36.0% | +8.3% |
| YTD | +1.5% | -52.4% | +53.9% | +20.8% |
| 1Y | +0.5% | -40.3% | +40.8% | +11.8% |
| 3Y | +50.4% | -75.1% | +125.5% | +102.8% |
| All | +67.7% | -76.9% | +144.6% | +125.2% |
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