+50.0%
LULU vs FE
+114.2%
-64.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | -1.4% | -0.3% | -1.3% |
| 30D | -18.1% | -1.9% | -16.2% | -17.7% |
| 3M | -18.8% | -0.2% | -18.6% | -18.8% |
| 6M | -39.2% | -7.1% | -32.1% | -38.2% |
| YTD | -52.4% | +6.1% | -58.5% | -53.3% |
| 1Y | -40.3% | +10.1% | -50.4% | -42.1% |
| 3Y | -75.1% | +46.9% | -122.0% | -78.2% |
| 5Y | -76.7% | +50.0% | -126.8% | -79.9% |
| All | +50.0% | +114.2% | -64.3% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling