+2,166.4%
FIX vs LULU
-77.0%
+2,243.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.3% |
| 7D | +3.5% | -16.9% | +20.5% | +7.1% |
| 30D | -3.5% | -22.0% | +18.5% | +1.0% |
| 3M | -11.8% | -17.8% | +6.1% | -9.3% |
| 6M | +17.8% | -41.3% | +59.1% | +31.2% |
| YTD | +73.3% | -52.0% | +125.3% | +102.5% |
| 1Y | +128.1% | -39.8% | +167.9% | +148.9% |
| 3Y | +772.7% | -74.8% | +847.5% | +1,053.5% |
| 5Y | +2,166.4% | -76.3% | +2,242.7% | +2,878.9% |
| All | +2,166.4% | -77.0% | +2,243.5% | +2,878.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling