-6.5%
FXI vs LULU
-76.9%
+70.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | 0.0% |
| 7D | -3.9% | -1.6% | -2.2% | -3.6% |
| 30D | -2.1% | -18.1% | +16.0% | +1.1% |
| 3M | -0.5% | -18.8% | +18.3% | +2.8% |
| 6M | -4.5% | -39.2% | +34.7% | +4.1% |
| YTD | -9.2% | -52.4% | +43.1% | +4.0% |
| 1Y | -13.8% | -40.3% | +26.5% | -6.5% |
| 3Y | +36.6% | -75.1% | +111.7% | +73.8% |
| All | -6.5% | -76.9% | +70.4% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling