-75.1%
LULU vs FHN
+129.5%
-204.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | -18.1% | -4.8% | -13.3% | -16.6% |
| 3M | -18.8% | -0.7% | -18.0% | -18.7% |
| 6M | -39.2% | +10.6% | -49.8% | -41.7% |
| YTD | -52.4% | +4.6% | -57.0% | -53.4% |
| 1Y | -40.3% | +11.4% | -51.7% | -43.3% |
| 3Y | -75.1% | +132.3% | -207.4% | -81.7% |
| All | -75.1% | +129.5% | -204.6% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling