+8.6%
FOXA vs LULU
-49.9%
+58.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -17.4% | +14.0% | -0.6% |
| 7D | -4.0% | -16.7% | +12.8% | -1.3% |
| 30D | +12.0% | -18.5% | +30.5% | +15.4% |
| 3M | +0.3% | -19.5% | +19.7% | +2.9% |
| 6M | +12.5% | -41.9% | +54.4% | +18.9% |
| YTD | -9.6% | -51.6% | +42.0% | -3.2% |
| 1Y | +8.6% | -51.2% | +59.8% | +15.6% |
| All | +8.6% | -49.9% | +58.5% | +15.6% |
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