-40.3%
LULU vs FTI
+89.7%
-130.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.2% |
| 7D | -1.6% | -4.4% | +2.8% | -2.0% |
| 30D | -18.1% | +1.5% | -19.6% | -18.0% |
| 3M | -18.8% | +8.2% | -27.0% | -17.9% |
| 6M | -39.2% | +18.8% | -58.0% | -39.3% |
| YTD | -52.4% | +71.7% | -124.1% | -53.5% |
| 1Y | -40.3% | +90.0% | -130.3% | -43.3% |
| All | -40.3% | +89.7% | -130.0% | -43.3% |
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