+22.6%
FITB vs LULU
-49.9%
+72.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -17.4% | +17.2% | +2.2% |
| 7D | +0.6% | -16.7% | +17.3% | +2.9% |
| 30D | -4.7% | -18.5% | +13.8% | -2.4% |
| 3M | +6.7% | -19.5% | +26.1% | +9.3% |
| 6M | +12.6% | -41.9% | +54.5% | +21.0% |
| YTD | +19.1% | -51.6% | +70.7% | +31.0% |
| 1Y | +22.6% | -51.2% | +73.8% | +31.3% |
| All | +22.6% | -49.9% | +72.6% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling