-30.3%
LULU vs FTI
+57.1%
-87.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.4% | +8.1% | +4.1% |
| 7D | +6.5% | -9.7% | +16.2% | +4.6% |
| 30D | +20.3% | -8.2% | +28.5% | +18.8% |
| 3M | -8.9% | -7.8% | -1.1% | -9.9% |
| 6M | -13.1% | -13.4% | +0.3% | -13.6% |
| YTD | -46.1% | +45.1% | -91.1% | -47.8% |
| 1Y | -30.3% | +54.6% | -84.8% | -36.1% |
| All | -30.3% | +57.1% | -87.4% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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