-76.3%
LULU vs FN
+296.8%
-373.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.4% |
| 7D | -16.9% | +5.8% | -22.7% | -17.7% |
| 30D | -22.0% | -20.6% | -1.3% | -19.9% |
| 3M | -17.8% | -28.6% | +10.8% | -15.1% |
| 6M | -41.3% | -20.7% | -20.5% | -41.8% |
| YTD | -52.0% | -8.1% | -43.9% | -54.7% |
| 1Y | -39.8% | +13.3% | -53.1% | -46.7% |
| 3Y | -74.8% | +175.7% | -250.5% | -83.8% |
| 5Y | -76.3% | +297.4% | -373.7% | -87.6% |
| All | -76.3% | +296.8% | -373.1% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling