+92.4%
FOXA vs LULU
-31.9%
+124.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | +5.0% | -18.1% | +23.2% | +8.9% |
| 3M | -3.0% | -18.8% | +15.7% | +0.7% |
| 6M | +14.8% | -39.2% | +54.0% | +25.3% |
| YTD | -8.9% | -52.4% | +43.5% | +4.1% |
| 1Y | +13.3% | -40.3% | +53.6% | +23.3% |
| 3Y | +115.4% | -75.1% | +190.5% | +169.6% |
| 5Y | +95.3% | -76.7% | +172.0% | +139.4% |
| All | +92.4% | -31.9% | +124.2% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling