-30.3%
LULU vs FN
-25.7%
-4.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.0% | +10.7% | +4.5% |
| 7D | +6.5% | -7.0% | +13.5% | +6.2% |
| 30D | +20.3% | -24.7% | +45.0% | +19.2% |
| 3M | -8.9% | -35.7% | +26.7% | -9.9% |
| 6M | -13.1% | -52.4% | +39.3% | -12.8% |
| YTD | -46.1% | -25.0% | -21.1% | -47.5% |
| 1Y | -30.3% | -25.7% | -4.6% | -34.7% |
| All | -30.3% | -25.7% | -4.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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