+9,457.8%
FTNT vs LULU
+600.8%
+8,857.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +1.9% |
| 7D | +1.6% | -20.4% | +22.0% | +8.4% |
| 30D | -1.9% | -22.9% | +21.0% | +5.4% |
| 3M | +14.4% | -18.5% | +32.9% | +20.2% |
| 6M | +88.7% | -41.8% | +130.4% | +118.8% |
| YTD | +100.0% | -53.4% | +153.4% | +148.4% |
| 1Y | +99.9% | -40.9% | +140.8% | +128.1% |
| 3Y | +147.9% | -75.6% | +223.5% | +255.5% |
| 5Y | +155.8% | -77.2% | +233.0% | +268.5% |
| 10Y | +2,121.1% | +49.5% | +2,071.6% | +1,671.6% |
| All | +9,457.8% | +600.8% | +8,857.0% | +4,228.9% |
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 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