+82.7%
LULU vs FN
+700.1%
-617.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +2.4% |
| 7D | -4.6% | +0.3% | -4.9% | -4.9% |
| 30D | +12.3% | -16.5% | +28.8% | +14.4% |
| 3M | -11.6% | -42.1% | +30.5% | -4.9% |
| 6M | -12.8% | -52.9% | +40.0% | -4.2% |
| YTD | -49.2% | -28.0% | -21.2% | -50.8% |
| 1Y | -37.7% | -18.5% | -19.2% | -42.0% |
| 3Y | -74.7% | +93.9% | -168.5% | -82.5% |
| 5Y | -76.7% | +170.5% | -247.2% | -85.9% |
| All | +82.7% | +700.1% | -617.5% | -15.8% |
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