+161.5%
FITB vs LULU
+697.8%
-536.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.6% |
| 7D | -0.4% | -16.9% | +16.6% | +5.4% |
| 30D | -5.1% | -22.0% | +16.8% | +2.3% |
| 3M | +3.5% | -17.8% | +21.4% | +9.2% |
| 6M | +17.2% | -41.3% | +58.5% | +37.6% |
| YTD | +17.6% | -52.0% | +69.7% | +47.4% |
| 1Y | +23.4% | -39.8% | +63.2% | +41.6% |
| 3Y | +129.7% | -74.8% | +204.6% | +236.2% |
| 5Y | +68.4% | -76.3% | +144.7% | +140.2% |
| 10Y | +285.6% | +53.9% | +231.8% | +147.4% |
| All | +161.5% | +697.8% | -536.3% | -53.8% |
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 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