+50.0%
LULU vs FANG
+182.5%
-132.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | +2.9% | -4.5% | -2.0% |
| 30D | -18.1% | +2.6% | -20.7% | -18.4% |
| 3M | -18.8% | +7.6% | -26.3% | -19.8% |
| 6M | -39.2% | +17.3% | -56.5% | -41.1% |
| YTD | -52.4% | +38.7% | -91.1% | -55.1% |
| 1Y | -40.3% | +51.6% | -91.9% | -44.6% |
| 3Y | -75.1% | +50.0% | -125.1% | -77.1% |
| 5Y | -76.7% | +237.6% | -314.3% | -81.1% |
| All | +50.0% | +182.5% | -132.5% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling