+104.5%
FTNT vs LULU
-49.9%
+154.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -17.4% | +17.3% | +1.4% |
| 7D | -5.8% | -16.7% | +10.9% | -4.6% |
| 30D | -4.8% | -18.5% | +13.8% | -3.3% |
| 3M | +4.4% | -19.5% | +23.9% | +6.2% |
| 6M | +88.8% | -41.9% | +130.7% | +99.7% |
| YTD | +96.8% | -51.6% | +148.4% | +110.2% |
| 1Y | +104.5% | -51.2% | +155.6% | +112.8% |
| All | +104.5% | -49.9% | +154.4% | +112.8% |
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 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