-51.2%
LULU vs FCEL
+269.1%
-320.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.9% | -19.3% | -17.4% |
| 7D | -16.7% | -15.8% | -0.9% | -16.6% |
| 30D | -18.5% | -29.3% | +10.7% | -18.4% |
| 3M | -19.5% | -30.1% | +10.7% | -20.1% |
| 6M | -41.9% | +74.4% | -116.4% | -44.4% |
| YTD | -51.6% | +104.5% | -156.1% | -54.4% |
| 1Y | -51.2% | +281.4% | -332.6% | -55.1% |
| All | -51.2% | +269.1% | -320.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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