-74.0%
LULU vs FN
+172.6%
-246.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | -12.6% | +3.5% | -16.1% | -12.9% |
| 30D | -19.7% | -26.0% | +6.2% | -17.6% |
| 3M | -12.2% | -33.3% | +21.0% | -9.3% |
| 6M | -39.3% | -14.9% | -24.4% | -40.8% |
| YTD | -50.3% | -8.6% | -41.8% | -52.7% |
| 1Y | -38.6% | +12.3% | -50.9% | -44.8% |
| All | -74.0% | +172.6% | -246.7% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling