+3,604.4%
FIX vs LULU
+79.9%
+3,524.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.1% |
| 7D | +17.0% | -6.5% | +23.5% | +19.0% |
| 30D | -30.6% | +10.7% | -41.3% | -32.7% |
| 3M | -35.0% | -13.6% | -21.5% | -33.6% |
| 6M | -44.0% | -16.5% | -27.4% | -42.8% |
| YTD | +21.1% | -49.7% | +70.9% | +41.6% |
| 1Y | +16.3% | -38.9% | +55.1% | +27.6% |
| 3Y | +507.4% | -74.7% | +582.1% | +726.8% |
| 5Y | +1,052.1% | -76.9% | +1,129.0% | +1,452.5% |
| All | +3,604.4% | +79.9% | +3,524.5% | +2,886.8% |
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 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