+15,186.4%
FIX vs LULU
+704.9%
+14,481.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -17.4% | +19.3% | +6.4% |
| 7D | +6.0% | -16.7% | +22.8% | +10.5% |
| 30D | -7.2% | -18.5% | +11.3% | -3.2% |
| 3M | -15.9% | -19.5% | +3.6% | -12.6% |
| 6M | +12.7% | -41.9% | +54.7% | +27.1% |
| YTD | +72.8% | -51.6% | +124.4% | +103.6% |
| 1Y | +122.9% | -51.2% | +174.1% | +159.0% |
| 3Y | +774.3% | -75.1% | +849.4% | +1,075.5% |
| 5Y | +2,049.5% | -74.1% | +2,123.6% | +2,663.9% |
| 10Y | +5,821.5% | +46.7% | +5,774.7% | +4,449.2% |
| All | +15,186.4% | +704.9% | +14,481.5% | +5,315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling