+82.7%
LULU vs FICO
+527.0%
-444.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -4.6% | +2.2% | -6.9% | -5.4% |
| 30D | +12.3% | +0.1% | +12.2% | +11.4% |
| 3M | -11.6% | -35.2% | +23.5% | +1.9% |
| 6M | -12.8% | -32.4% | +19.5% | -3.2% |
| YTD | -49.2% | -57.4% | +8.2% | -32.9% |
| 1Y | -37.7% | -58.5% | +20.8% | -16.9% |
| 3Y | -74.7% | -28.9% | -45.8% | -76.6% |
| 5Y | -76.7% | +91.7% | -168.4% | -88.0% |
| All | +82.7% | +527.0% | -444.3% | -63.4% |
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