-12.8%
LULU vs FGI
+7.7%
-20.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -25.2% | +26.3% | +0.9% |
| 7D | -4.6% | -14.4% | +9.8% | -4.8% |
| 30D | +12.3% | -11.8% | +24.1% | +12.2% |
| 3M | -11.6% | -46.2% | +34.6% | -11.7% |
| 6M | -12.8% | +5.2% | -18.0% | -12.3% |
| All | -12.8% | +7.7% | -20.5% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling