+85.8%
LULU vs FICO
+534.5%
-448.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -4.1% | +4.0% | -8.1% | -5.6% |
| 30D | +13.5% | -1.5% | +15.0% | +13.3% |
| 3M | -14.5% | -29.8% | +15.3% | -4.6% |
| 6M | -15.0% | -33.3% | +18.3% | -5.0% |
| YTD | -48.3% | -56.9% | +8.6% | -32.1% |
| 1Y | -36.7% | -59.5% | +22.7% | -14.7% |
| 3Y | -74.0% | -26.9% | -47.2% | -76.4% |
| 5Y | -76.3% | +92.9% | -169.2% | -87.8% |
| All | +85.8% | +534.5% | -448.7% | -62.9% |
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