+80.6%
LULU vs FICO
+524.6%
-443.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | -6.5% | +1.4% | -8.0% | -7.0% |
| 30D | +10.7% | -0.8% | +11.5% | +10.2% |
| 3M | -13.6% | -31.3% | +17.7% | -2.7% |
| 6M | -16.5% | -33.9% | +17.4% | -6.4% |
| YTD | -49.7% | -57.6% | +7.8% | -33.5% |
| 1Y | -38.9% | -59.7% | +20.8% | -17.5% |
| 3Y | -74.7% | -28.0% | -46.7% | -76.9% |
| 5Y | -76.9% | +91.0% | -167.9% | -88.1% |
| All | +80.6% | +524.6% | -443.9% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling