+87.5%
LULU vs FND
+56.5%
+31.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -1.6% | -5.8% | +4.1% | +0.4% |
| 30D | -18.1% | -20.2% | +2.1% | -11.3% |
| 3M | -18.8% | -12.0% | -6.8% | -15.8% |
| 6M | -39.2% | -18.5% | -20.7% | -35.7% |
| YTD | -52.4% | -22.3% | -30.1% | -49.0% |
| 1Y | -40.3% | -47.6% | +7.3% | -26.5% |
| 3Y | -75.1% | -49.8% | -25.3% | -70.2% |
| 5Y | -76.7% | -63.0% | -13.8% | -70.6% |
| All | +87.5% | +56.5% | +31.1% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling