-76.7%
LULU vs FND
-63.3%
-13.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -1.6% | -5.8% | +4.1% | +0.7% |
| 30D | -18.1% | -20.2% | +2.1% | -10.5% |
| 3M | -18.8% | -12.0% | -6.8% | -15.5% |
| 6M | -39.2% | -18.5% | -20.7% | -35.3% |
| YTD | -52.4% | -22.3% | -30.1% | -48.7% |
| 1Y | -40.3% | -47.6% | +7.3% | -24.4% |
| 3Y | -75.1% | -49.8% | -25.3% | -69.8% |
| All | -76.7% | -63.3% | -13.4% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling