-30.3%
LULU vs FND
-10.3%
-20.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.9% | -6.1% | +0.9% |
| 7D | +6.5% | +12.3% | -5.8% | +2.1% |
| 30D | +20.3% | +14.7% | +5.6% | +14.4% |
| 3M | -8.9% | -12.0% | +3.1% | -5.9% |
| 6M | -13.1% | +10.8% | -23.9% | -17.8% |
| YTD | -46.1% | -12.3% | -33.8% | -44.1% |
| 1Y | -30.3% | -13.4% | -16.9% | -28.1% |
| All | -30.3% | -10.3% | -20.0% | -28.1% |
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