-75.1%
LULU vs FTI
+267.9%
-343.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | -1.6% | -4.4% | +2.8% | -1.2% |
| 30D | -18.1% | +1.5% | -19.6% | -18.3% |
| 3M | -18.8% | +8.2% | -27.0% | -19.7% |
| 6M | -39.2% | +18.8% | -58.0% | -41.0% |
| YTD | -52.4% | +71.7% | -124.1% | -56.5% |
| 1Y | -40.3% | +90.0% | -130.3% | -46.5% |
| 3Y | -75.1% | +270.5% | -345.6% | -79.9% |
| All | -75.1% | +267.9% | -343.0% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling