+19.7%
FXI vs LULU
+675.0%
-655.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | +0.1% |
| 7D | -2.8% | -20.4% | +17.6% | +2.4% |
| 30D | -3.7% | -22.9% | +19.2% | +2.1% |
| 3M | -0.4% | -18.5% | +18.1% | +3.7% |
| 6M | -5.4% | -41.8% | +36.4% | +6.6% |
| YTD | -9.6% | -53.4% | +43.8% | +7.4% |
| 1Y | -11.9% | -40.9% | +29.0% | -2.2% |
| 3Y | +37.8% | -75.6% | +113.4% | +83.5% |
| 5Y | -7.0% | -77.2% | +70.2% | +22.2% |
| 10Y | +14.3% | +49.5% | -35.2% | -17.0% |
| All | +19.7% | +675.0% | -655.3% | -66.1% |
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 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