+592.0%
LULU vs FCEL
-99.9%
+691.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -2.3% |
| 7D | -20.4% | +6.3% | -26.7% | -21.0% |
| 30D | -22.9% | -18.8% | -4.1% | -21.9% |
| 3M | -18.5% | -3.8% | -14.7% | -20.9% |
| 6M | -41.8% | +121.1% | -162.9% | -49.5% |
| YTD | -53.4% | +113.3% | -166.6% | -59.8% |
| 1Y | -40.9% | +173.5% | -214.4% | -51.1% |
| 3Y | -75.6% | -63.9% | -11.6% | -77.5% |
| 5Y | -77.2% | -90.7% | +13.5% | -77.1% |
| 10Y | +49.5% | -99.2% | +148.7% | +53.1% |
| All | +592.0% | -99.9% | +691.9% | +613.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling