+2,072.5%
FTNT vs LULU
+53.6%
+2,018.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.5% |
| 7D | -0.1% | -1.6% | +1.5% | +0.3% |
| 30D | -3.0% | -18.1% | +15.2% | +2.7% |
| 3M | +7.6% | -18.8% | +26.4% | +13.5% |
| 6M | +87.0% | -39.2% | +126.2% | +116.2% |
| YTD | +96.5% | -52.4% | +148.9% | +146.9% |
| 1Y | +92.9% | -40.3% | +133.2% | +121.6% |
| 3Y | +139.8% | -75.1% | +214.9% | +253.9% |
| 5Y | +151.3% | -76.7% | +228.1% | +269.0% |
| All | +2,072.5% | +53.6% | +2,018.9% | +1,939.1% |
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