+612.3%
LULU vs FFIV
+785.4%
-173.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.2% | -5.1% |
| 7D | -16.9% | +3.5% | -20.4% | -18.3% |
| 30D | -22.0% | -1.3% | -20.7% | -21.9% |
| 3M | -17.8% | +2.4% | -20.2% | -19.6% |
| 6M | -41.3% | +41.8% | -83.1% | -50.8% |
| YTD | -52.0% | +58.5% | -110.5% | -62.0% |
| 1Y | -39.8% | +24.3% | -64.2% | -47.1% |
| 3Y | -74.8% | +152.0% | -226.9% | -84.3% |
| 5Y | -76.3% | +99.1% | -175.4% | -83.7% |
| 10Y | +53.9% | +242.8% | -188.9% | -20.5% |
| All | +612.3% | +785.4% | -173.1% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling