+90.1%
FOXA vs LULU
-33.3%
+123.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.6% |
| 7D | -3.7% | -20.4% | +16.7% | +0.5% |
| 30D | +5.4% | -22.9% | +28.2% | +10.5% |
| 3M | -3.7% | -18.5% | +14.8% | 0.0% |
| 6M | +12.6% | -41.8% | +54.4% | +24.0% |
| YTD | -10.0% | -53.4% | +43.4% | +3.4% |
| 1Y | +15.0% | -40.9% | +55.9% | +25.4% |
| 3Y | +115.1% | -75.6% | +190.7% | +170.2% |
| 5Y | +93.0% | -77.2% | +170.3% | +137.7% |
| All | +90.1% | -33.3% | +123.5% | +70.6% |
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 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