+1,301.2%
FERG vs LULU
+525.2%
+776.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | -1.0% | -20.4% | +19.4% | +0.8% |
| 30D | -11.8% | -22.9% | +11.1% | -9.9% |
| 3M | -1.2% | -18.5% | +17.3% | +0.3% |
| 6M | -2.3% | -41.8% | +39.5% | +2.1% |
| YTD | +0.8% | -53.4% | +54.2% | +7.3% |
| 1Y | +0.5% | -40.9% | +41.4% | +4.6% |
| 3Y | +51.4% | -75.6% | +126.9% | +67.2% |
| 5Y | +67.5% | -77.2% | +144.7% | +83.0% |
| 10Y | +348.1% | +49.5% | +298.6% | +383.3% |
| All | +1,301.2% | +525.2% | +776.0% | +1,561.1% |
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