+139.8%
FTNT vs LULU
-75.0%
+214.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.1% |
| 7D | -0.1% | -1.6% | +1.5% | +0.1% |
| 30D | -3.0% | -18.1% | +15.2% | -0.5% |
| 3M | +7.6% | -18.8% | +26.4% | +10.2% |
| 6M | +87.0% | -39.2% | +126.2% | +100.3% |
| YTD | +96.5% | -52.4% | +148.9% | +118.7% |
| 1Y | +92.9% | -40.3% | +133.2% | +106.4% |
| 3Y | +139.8% | -75.1% | +214.9% | +179.9% |
| All | +139.8% | -75.0% | +214.9% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling