-75.1%
LULU vs FDS
-37.4%
-37.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.6% |
| 7D | -1.6% | -14.0% | +12.4% | +3.2% |
| 30D | -18.1% | -6.2% | -11.9% | -16.1% |
| 3M | -18.8% | +10.2% | -28.9% | -21.2% |
| 6M | -39.2% | +27.4% | -66.7% | -44.0% |
| YTD | -52.4% | -9.3% | -43.1% | -51.1% |
| 1Y | -40.3% | -28.6% | -11.7% | -33.8% |
| 3Y | -75.1% | -36.8% | -38.3% | -71.6% |
| All | -75.1% | -37.4% | -37.7% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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