-25.6%
FIS vs LULU
-75.6%
+49.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.7% |
| 7D | -8.9% | -20.4% | +11.5% | -5.2% |
| 30D | -9.9% | -22.9% | +13.0% | -5.8% |
| 3M | 0.0% | -18.5% | +18.5% | +3.4% |
| 6M | -22.9% | -41.8% | +18.9% | -15.6% |
| YTD | -40.9% | -53.4% | +12.5% | -32.7% |
| 1Y | -40.4% | -40.9% | +0.5% | -34.9% |
| All | -25.6% | -75.6% | +49.9% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling