-80.0%
LULU vs FBTC
+59.7%
-139.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.6% |
| 7D | -20.4% | -5.8% | -14.6% | -19.5% |
| 30D | -22.9% | +21.4% | -44.3% | -25.4% |
| 3M | -18.5% | +24.5% | -43.0% | -21.7% |
| 6M | -41.8% | +9.9% | -51.7% | -42.9% |
| YTD | -53.4% | -12.0% | -41.4% | -52.8% |
| 1Y | -40.9% | -32.3% | -8.6% | -37.5% |
| All | -80.0% | +59.7% | -139.7% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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