-68.6%
LULU vs FGI
-66.2%
-2.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.4% | -12.3% | -3.0% |
| 7D | -20.4% | +22.8% | -43.2% | -20.8% |
| 30D | -22.9% | +85.9% | -108.8% | -25.0% |
| 3M | -18.5% | +32.4% | -50.9% | -20.1% |
| 6M | -41.8% | +106.3% | -148.1% | -44.6% |
| YTD | -53.4% | +48.4% | -101.8% | -55.2% |
| 1Y | -40.9% | +116.4% | -157.3% | -45.6% |
| 3Y | -75.6% | +9.2% | -84.7% | -77.3% |
| All | -68.6% | -66.2% | -2.5% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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