+89.8%
FIS vs LULU
+725.5%
-635.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.5% | -6.4% |
| 7D | -3.5% | -12.6% | +9.1% | -1.2% |
| 30D | -7.8% | -19.7% | +11.9% | -4.0% |
| 3M | +0.8% | -12.2% | +13.1% | +3.0% |
| 6M | -21.9% | -39.3% | +17.4% | -14.4% |
| YTD | -39.5% | -50.3% | +10.9% | -30.9% |
| 1Y | -41.0% | -38.6% | -2.4% | -35.7% |
| 3Y | -23.6% | -74.0% | +50.4% | -4.4% |
| 5Y | -65.6% | -72.9% | +7.3% | -58.4% |
| 10Y | -40.2% | +56.2% | -96.4% | -49.9% |
| All | +89.8% | +725.5% | -635.7% | -13.6% |
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