-67.4%
LULU vs FGI
-70.4%
+2.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +7.5% | -24.9% | -17.5% |
| 7D | -16.7% | +0.5% | -17.3% | -16.8% |
| 30D | -18.5% | +65.4% | -83.9% | -20.6% |
| 3M | -19.5% | +23.5% | -43.0% | -21.0% |
| 6M | -41.9% | +60.5% | -102.4% | -44.5% |
| YTD | -51.6% | +30.0% | -81.6% | -53.4% |
| 1Y | -51.2% | +82.1% | -133.2% | -54.9% |
| 3Y | -75.1% | -4.4% | -70.7% | -76.8% |
| All | -67.4% | -70.4% | +2.9% | -68.4% |
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