-80.9%
FIG vs LULU
-51.1%
-29.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.4% |
| 7D | -14.5% | -16.9% | +2.5% | -10.7% |
| 30D | -13.3% | -22.0% | +8.7% | -8.1% |
| 3M | +7.4% | -17.8% | +25.2% | +11.8% |
| 6M | -27.8% | -41.3% | +13.5% | -18.2% |
| YTD | -41.1% | -52.0% | +10.9% | -31.3% |
| 1Y | -58.7% | -39.8% | -18.9% | -53.3% |
| All | -80.9% | -51.1% | -29.8% | -78.9% |
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