-51.2%
LULU vs FND
-36.4%
-14.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.7% | -19.1% | -17.8% |
| 7D | -16.7% | -5.2% | -11.5% | -15.6% |
| 30D | -18.5% | -19.9% | +1.3% | -13.6% |
| 3M | -19.5% | +2.7% | -22.2% | -20.5% |
| 6M | -41.9% | -21.7% | -20.2% | -40.3% |
| YTD | -51.6% | -17.5% | -34.1% | -49.5% |
| 1Y | -51.2% | -39.3% | -11.9% | -56.0% |
| All | -51.2% | -36.4% | -14.8% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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