+592.0%
LULU vs FHN
+29.2%
+562.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.6% | -3.1% |
| 7D | -20.4% | -0.8% | -19.6% | -20.2% |
| 30D | -22.9% | -2.6% | -20.2% | -22.2% |
| 3M | -18.5% | +0.8% | -19.4% | -18.9% |
| 6M | -41.8% | +9.2% | -51.0% | -43.5% |
| YTD | -53.4% | +5.1% | -58.5% | -54.2% |
| 1Y | -40.9% | +12.2% | -53.1% | -43.3% |
| 3Y | -75.6% | +132.4% | -208.0% | -81.8% |
| 5Y | -77.2% | +91.1% | -168.3% | -83.2% |
| 10Y | +49.5% | +128.5% | -79.0% | -7.7% |
| All | +592.0% | +29.2% | +562.8% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling