+10,469.6%
FIX vs LULU
+745.2%
+9,724.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | +9.4% | -4.6% | +14.1% | +10.8% |
| 30D | -27.8% | +12.3% | -40.1% | -30.3% |
| 3M | -35.6% | -11.6% | -23.9% | -34.6% |
| 6M | -45.2% | -12.8% | -32.4% | -44.8% |
| YTD | +19.5% | -49.2% | +68.6% | +38.0% |
| 1Y | +24.2% | -37.7% | +62.0% | +35.2% |
| 3Y | +494.2% | -74.7% | +568.8% | +691.8% |
| 5Y | +1,036.1% | -76.7% | +1,112.8% | +1,398.8% |
| 10Y | +3,599.0% | +82.7% | +3,516.3% | +2,568.6% |
| All | +10,469.6% | +745.2% | +9,724.4% | +3,570.4% |
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