+284.0%
FITB vs LULU
+53.6%
+230.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | -0.1% |
| 7D | -0.3% | -1.6% | +1.4% | +0.1% |
| 30D | -5.7% | -18.1% | +12.4% | -1.2% |
| 3M | +3.2% | -18.8% | +21.9% | +8.0% |
| 6M | +23.4% | -39.2% | +62.6% | +39.0% |
| YTD | +18.8% | -52.4% | +71.2% | +42.8% |
| 1Y | +25.0% | -40.3% | +65.3% | +40.0% |
| 3Y | +131.2% | -75.1% | +206.3% | +217.1% |
| 5Y | +70.7% | -76.7% | +147.4% | +129.7% |
| All | +284.0% | +53.6% | +230.4% | +257.7% |
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