-77.0%
LULU vs FRSH
-72.5%
-4.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | -6.6% | +5.0% | +0.4% |
| 30D | -18.1% | +2.1% | -20.2% | -18.6% |
| 3M | -18.8% | +29.0% | -47.7% | -25.0% |
| 6M | -39.2% | +48.6% | -87.8% | -46.6% |
| YTD | -52.4% | -2.9% | -49.4% | -52.9% |
| 1Y | -40.3% | -7.9% | -32.4% | -40.0% |
| 3Y | -75.1% | -46.5% | -28.6% | -71.9% |
| All | -77.0% | -72.5% | -4.5% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling