+6,577.3%
FIX vs LULU
+53.6%
+6,523.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.7% |
| 7D | +5.0% | -1.6% | +6.6% | +5.5% |
| 30D | -2.7% | -18.1% | +15.4% | +1.5% |
| 3M | -8.2% | -18.8% | +10.5% | -4.9% |
| 6M | +20.3% | -39.2% | +59.5% | +34.4% |
| YTD | +81.4% | -52.4% | +133.8% | +116.4% |
| 1Y | +121.5% | -40.3% | +161.8% | +145.4% |
| 3Y | +807.4% | -75.1% | +882.5% | +1,140.5% |
| 5Y | +2,306.7% | -76.7% | +2,383.5% | +3,138.1% |
| All | +6,577.3% | +53.6% | +6,523.7% | +5,720.2% |
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