+14.4%
FIX vs LULU
-31.7%
+46.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.8% | -19.9% | -14.6% |
| 7D | -18.9% | +6.5% | -25.4% | -18.4% |
| 30D | -36.3% | +20.3% | -56.6% | -35.2% |
| 3M | -38.5% | -8.9% | -29.6% | -38.2% |
| 6M | -42.3% | -13.1% | -29.1% | -41.1% |
| YTD | +17.1% | -46.1% | +63.2% | +24.1% |
| 1Y | +14.4% | -30.3% | +44.6% | +6.7% |
| All | +14.4% | -31.7% | +46.1% | +6.7% |
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 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