+612.3%
LULU vs FDS
+433.8%
+178.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -1.3% |
| 7D | -16.9% | -8.8% | -8.2% | -12.0% |
| 30D | -22.0% | -1.4% | -20.6% | -21.2% |
| 3M | -17.8% | +13.9% | -31.7% | -25.2% |
| 6M | -41.3% | +27.4% | -68.7% | -51.0% |
| YTD | -52.0% | -2.5% | -49.6% | -53.3% |
| 1Y | -39.8% | -23.8% | -16.0% | -32.7% |
| 3Y | -74.8% | -32.5% | -42.4% | -70.3% |
| 5Y | -76.3% | -23.2% | -53.1% | -74.5% |
| 10Y | +53.9% | +76.4% | -22.5% | -12.9% |
| All | +612.3% | +433.8% | +178.5% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling