-75.1%
LULU vs FCEL
-62.7%
-12.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.2% | +2.1% |
| 7D | -1.6% | +6.3% | -7.9% | -1.7% |
| 30D | -18.1% | -26.7% | +8.6% | -17.7% |
| 3M | -18.8% | -10.2% | -8.6% | -19.5% |
| 6M | -39.2% | +123.5% | -162.7% | -41.9% |
| YTD | -52.4% | +117.4% | -169.7% | -54.6% |
| 1Y | -40.3% | +146.0% | -186.3% | -43.5% |
| 3Y | -75.1% | -61.9% | -13.2% | -74.9% |
| All | -75.1% | -62.7% | -12.4% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling