-76.7%
LULU vs FFIV
+101.9%
-178.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +0.6% |
| 7D | -1.6% | +5.4% | -7.1% | -4.1% |
| 30D | -18.1% | -2.7% | -15.5% | -17.4% |
| 3M | -18.8% | +4.5% | -23.3% | -21.5% |
| 6M | -39.2% | +42.2% | -81.4% | -50.3% |
| YTD | -52.4% | +61.3% | -113.7% | -63.8% |
| 1Y | -40.3% | +23.0% | -63.3% | -47.9% |
| 3Y | -75.1% | +156.3% | -231.4% | -86.1% |
| All | -76.7% | +101.9% | -178.6% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling