-75.1%
LULU vs FFIV
+155.7%
-230.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +1.0% |
| 7D | -1.6% | +5.4% | -7.1% | -3.4% |
| 30D | -18.1% | -2.7% | -15.5% | -17.5% |
| 3M | -18.8% | +4.5% | -23.3% | -20.8% |
| 6M | -39.2% | +42.2% | -81.4% | -48.0% |
| YTD | -52.4% | +61.3% | -113.7% | -61.5% |
| 1Y | -40.3% | +23.0% | -63.3% | -46.1% |
| 3Y | -75.1% | +156.3% | -231.4% | -83.5% |
| All | -75.1% | +155.7% | -230.8% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling