-58.5%
FIG vs LULU
-39.6%
-18.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.1% |
| 7D | -3.8% | -1.6% | -2.2% | -3.4% |
| 30D | -2.3% | -18.1% | +15.8% | +3.3% |
| 3M | +20.0% | -18.8% | +38.7% | +26.6% |
| 6M | -16.7% | -39.2% | +22.5% | -2.3% |
| YTD | -37.9% | -52.4% | +14.5% | -21.6% |
| 1Y | -58.5% | -40.3% | -18.2% | -51.8% |
| All | -58.5% | -39.6% | -18.9% | -51.8% |
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