+121.5%
FIX vs LULU
-39.6%
+161.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +6.3% |
| 7D | +5.0% | -1.6% | +6.6% | +4.9% |
| 30D | -2.7% | -18.1% | +15.4% | -3.1% |
| 3M | -8.2% | -18.8% | +10.5% | -7.9% |
| 6M | +20.3% | -39.2% | +59.5% | +24.8% |
| YTD | +81.4% | -52.4% | +133.8% | +93.2% |
| 1Y | +121.5% | -40.3% | +161.8% | +118.6% |
| All | +121.5% | -39.6% | +161.1% | +118.6% |
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