-51.2%
LULU vs FANG
+43.7%
-94.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.8% | -15.5% | -17.6% |
| 7D | -16.7% | +0.8% | -17.5% | -16.6% |
| 30D | -18.5% | +7.6% | -26.1% | -17.6% |
| 3M | -19.5% | -1.3% | -18.2% | -19.1% |
| 6M | -41.9% | +14.7% | -56.6% | -42.3% |
| YTD | -51.6% | +34.8% | -86.4% | -53.3% |
| 1Y | -51.2% | +42.9% | -94.1% | -54.9% |
| All | -51.2% | +43.7% | -94.9% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling