-40.6%
FIS vs LULU
+53.6%
-94.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -7.9% | -1.6% | -6.3% | -7.6% |
| 30D | -8.0% | -18.1% | +10.2% | -3.9% |
| 3M | +0.6% | -18.8% | +19.4% | +5.2% |
| 6M | -22.2% | -39.2% | +17.0% | -13.3% |
| YTD | -40.8% | -52.4% | +11.6% | -29.9% |
| 1Y | -41.5% | -40.3% | -1.2% | -34.8% |
| 3Y | -25.5% | -75.1% | +49.6% | -1.4% |
| 5Y | -64.8% | -76.7% | +12.0% | -54.3% |
| All | -40.6% | +53.6% | -94.2% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling