-65.8%
LULU vs FGI
-74.8%
+9.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -25.2% | +26.3% | +1.6% |
| 7D | -4.6% | -14.4% | +9.8% | -4.5% |
| 30D | +12.3% | -11.8% | +24.1% | +12.4% |
| 3M | -11.6% | -46.2% | +34.6% | -10.8% |
| 6M | -12.8% | +5.2% | -18.0% | -14.5% |
| YTD | -49.2% | +10.5% | -59.7% | -51.0% |
| 1Y | -37.7% | +25.5% | -63.2% | -40.7% |
| 3Y | -74.7% | -16.0% | -58.7% | -76.4% |
| All | -65.8% | -74.8% | +9.0% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling