-77.2%
LULU vs FE
+47.9%
-125.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | -20.4% | -1.7% | -18.8% | -20.2% |
| 30D | -22.9% | -1.3% | -21.6% | -22.7% |
| 3M | -18.5% | +0.6% | -19.1% | -18.6% |
| 6M | -41.8% | -6.8% | -34.9% | -41.1% |
| YTD | -53.4% | +6.4% | -59.8% | -54.0% |
| 1Y | -40.9% | +11.3% | -52.1% | -42.3% |
| 3Y | -75.6% | +47.1% | -122.6% | -78.4% |
| 5Y | -77.2% | +50.4% | -127.6% | -80.0% |
| All | -77.2% | +47.9% | -125.1% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling