-40.9%
LULU vs FN
+6.6%
-47.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.9% |
| 7D | -20.4% | +2.3% | -22.7% | -20.4% |
| 30D | -22.9% | -23.2% | +0.3% | -23.2% |
| 3M | -18.5% | -30.4% | +11.8% | -18.8% |
| 6M | -41.8% | -25.6% | -16.2% | -42.5% |
| YTD | -53.4% | -11.3% | -42.1% | -54.5% |
| 1Y | -40.9% | +8.4% | -49.3% | -46.1% |
| All | -40.9% | +6.6% | -47.5% | -46.1% |
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