-40.3%
LULU vs FIGR
-3.1%
-37.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.4% |
| 7D | -1.6% | -3.0% | +1.4% | -1.5% |
| 30D | -18.1% | +13.7% | -31.8% | -18.7% |
| 3M | -18.8% | +23.9% | -42.6% | -19.9% |
| 6M | -39.2% | -8.4% | -30.8% | -39.5% |
| YTD | -52.4% | -14.6% | -37.8% | -52.3% |
| 1Y | -40.3% | +12.1% | -52.4% | -40.9% |
| All | -40.3% | -3.1% | -37.2% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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