+131.2%
FITB vs LULU
-75.0%
+206.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.2% |
| 7D | -0.3% | -1.6% | +1.4% | 0.0% |
| 30D | -5.7% | -18.1% | +12.4% | -2.8% |
| 3M | +3.2% | -18.8% | +21.9% | +6.3% |
| 6M | +23.4% | -39.2% | +62.6% | +33.6% |
| YTD | +18.8% | -52.4% | +71.2% | +34.3% |
| 1Y | +25.0% | -40.3% | +65.3% | +34.8% |
| 3Y | +131.2% | -75.1% | +206.3% | +176.8% |
| All | +131.2% | -75.0% | +206.2% | +176.8% |
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