+637.1%
LULU vs FE
+80.0%
+557.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.8% |
| 7D | -12.6% | +0.6% | -13.2% | -12.7% |
| 30D | -19.7% | -2.1% | -17.6% | -19.2% |
| 3M | -12.2% | +2.6% | -14.8% | -13.1% |
| 6M | -39.3% | -6.8% | -32.6% | -38.0% |
| YTD | -50.3% | +6.9% | -57.2% | -51.8% |
| 1Y | -38.6% | +11.6% | -50.2% | -41.5% |
| 3Y | -74.0% | +47.7% | -121.7% | -78.2% |
| 5Y | -72.9% | +46.2% | -119.1% | -77.5% |
| 10Y | +56.2% | +109.2% | -53.0% | +5.4% |
| All | +637.1% | +80.0% | +557.1% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling