+618.6%
LULU vs FICO
+2,424.5%
-1,805.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -16.7% | -0.7% | -9.1% |
| 7D | -16.7% | -19.2% | +2.5% | -7.0% |
| 30D | -18.5% | -14.6% | -3.9% | -11.9% |
| 3M | -19.5% | -20.1% | +0.6% | -11.6% |
| 6M | -41.9% | -36.3% | -5.6% | -30.6% |
| YTD | -51.6% | -44.9% | -6.7% | -38.1% |
| 1Y | -51.2% | -38.6% | -12.6% | -42.4% |
| 3Y | -75.1% | +4.0% | -79.1% | -80.1% |
| 5Y | -74.1% | +99.5% | -173.6% | -86.4% |
| 10Y | +46.7% | +604.7% | -557.9% | -66.2% |
| All | +618.6% | +2,424.5% | -1,805.9% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling