+790.7%
FIX vs LULU
-74.3%
+864.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.0% |
| 7D | +6.1% | -12.6% | +18.6% | +7.7% |
| 30D | -2.7% | -19.7% | +17.1% | +0.2% |
| 3M | -10.9% | -12.2% | +1.3% | -10.2% |
| 6M | +29.0% | -39.3% | +68.3% | +40.2% |
| YTD | +76.9% | -50.3% | +127.2% | +100.1% |
| 1Y | +130.7% | -38.6% | +169.4% | +146.8% |
| 3Y | +790.7% | -74.0% | +864.6% | +998.8% |
| All | +790.7% | -74.3% | +864.9% | +998.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling