+122.9%
FIX vs LULU
-49.9%
+172.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -17.4% | +19.3% | +1.7% |
| 7D | +6.0% | -16.7% | +22.8% | +5.8% |
| 30D | -7.2% | -18.5% | +11.3% | -7.2% |
| 3M | -15.9% | -19.5% | +3.6% | -15.1% |
| 6M | +12.7% | -41.9% | +54.7% | +18.4% |
| YTD | +72.8% | -51.6% | +124.4% | +85.4% |
| 1Y | +122.9% | -51.2% | +174.1% | +137.5% |
| All | +122.9% | -49.9% | +172.8% | +137.5% |
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