+51.8%
LULU vs FTAI
+2,443.2%
-2,391.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +1.6% |
| 7D | -1.6% | -5.2% | +3.6% | -0.7% |
| 30D | -18.1% | -17.9% | -0.2% | -15.4% |
| 3M | -18.8% | -22.7% | +4.0% | -15.8% |
| 6M | -39.2% | -28.0% | -11.2% | -36.9% |
| YTD | -52.4% | -5.0% | -47.4% | -53.2% |
| 1Y | -40.3% | +10.4% | -50.7% | -43.4% |
| 3Y | -75.1% | +425.2% | -500.3% | -84.3% |
| 5Y | -76.7% | +890.3% | -967.1% | -87.5% |
| 10Y | +52.7% | +3,106.5% | -3,053.8% | -32.7% |
| All | +51.8% | +2,443.2% | -2,391.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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