-16.5%
LULU vs FICO
-34.2%
+17.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | -6.5% | +1.4% | -8.0% | -6.8% |
| 30D | +10.7% | -0.8% | +11.5% | +10.2% |
| 3M | -13.6% | -31.3% | +17.7% | -2.3% |
| 6M | -16.5% | -33.9% | +17.4% | -12.2% |
| All | -16.5% | -34.2% | +17.7% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling