-39.8%
LULU vs FICO
-36.4%
-3.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.3% | -8.7% | -4.7% |
| 7D | -16.9% | -10.6% | -6.4% | -14.2% |
| 30D | -22.0% | -6.3% | -15.6% | -20.0% |
| 3M | -17.8% | -19.7% | +1.9% | -14.2% |
| 6M | -41.3% | -31.8% | -9.5% | -36.6% |
| YTD | -52.0% | -41.8% | -10.2% | -47.3% |
| 1Y | -39.8% | -36.4% | -3.4% | -34.1% |
| All | -39.8% | -36.4% | -3.4% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling