-65.4%
FIS vs LULU
-76.9%
+11.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.1% | -1.5% |
| 7D | -9.0% | -1.6% | -7.3% | -8.7% |
| 30D | -9.0% | -18.1% | +9.1% | -5.3% |
| 3M | -0.5% | -18.8% | +18.2% | +3.6% |
| 6M | -23.1% | -39.2% | +16.1% | -15.0% |
| YTD | -41.5% | -52.4% | +10.9% | -31.7% |
| 1Y | -42.2% | -40.3% | -1.9% | -36.0% |
| 3Y | -26.3% | -75.1% | +48.8% | -4.7% |
| All | -65.4% | -76.9% | +11.5% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling