+50.0%
LULU vs FN
+954.1%
-904.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | +1.7% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | -18.1% | -27.5% | +9.4% | -13.8% |
| 3M | -18.8% | -28.8% | +10.0% | -15.6% |
| 6M | -39.2% | -20.9% | -18.3% | -39.6% |
| YTD | -52.4% | -8.9% | -43.4% | -54.9% |
| 1Y | -40.3% | +14.5% | -54.8% | -47.3% |
| 3Y | -75.1% | +172.6% | -247.7% | -83.6% |
| 5Y | -76.7% | +300.6% | -377.3% | -86.8% |
| All | +50.0% | +954.1% | -904.2% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling