+93.1%
FOXA vs LULU
-76.9%
+170.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.8% |
| 7D | +0.8% | -1.6% | +2.4% | +1.1% |
| 30D | +5.0% | -18.1% | +23.2% | +8.3% |
| 3M | -3.0% | -18.8% | +15.7% | +0.1% |
| 6M | +14.8% | -39.2% | +54.0% | +23.4% |
| YTD | -8.9% | -52.4% | +43.5% | +1.7% |
| 1Y | +13.3% | -40.3% | +53.6% | +21.6% |
| 3Y | +115.4% | -75.1% | +190.5% | +158.2% |
| All | +93.1% | -76.9% | +170.0% | +115.7% |
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