-33.1%
LULU vs FRSH
+21.2%
-54.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -6.3% | +11.1% | +6.7% |
| 7D | +6.5% | -13.8% | +20.3% | +11.2% |
| 30D | +20.3% | +0.3% | +20.0% | +19.7% |
| 3M | -8.9% | +10.1% | -19.0% | -11.9% |
| 6M | -13.1% | +47.7% | -60.8% | -23.4% |
| YTD | -46.1% | +8.2% | -54.3% | -47.8% |
| All | -33.1% | +21.2% | -54.3% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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