-51.2%
LULU vs FE
+11.4%
-62.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.6% | -16.8% | -17.4% |
| 7D | -16.7% | +1.9% | -18.7% | -16.5% |
| 30D | -18.5% | -1.2% | -17.4% | -18.6% |
| 3M | -19.5% | +3.5% | -23.0% | -18.8% |
| 6M | -41.9% | -6.1% | -35.9% | -42.0% |
| YTD | -51.6% | +7.6% | -59.2% | -51.2% |
| 1Y | -51.2% | +11.9% | -63.1% | -52.7% |
| All | -51.2% | +11.4% | -62.6% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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