-76.7%
LULU vs FTV
-2.3%
-74.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +1.9% |
| 7D | -1.6% | -4.0% | +2.3% | +1.2% |
| 30D | -18.1% | -11.0% | -7.1% | -11.1% |
| 3M | -18.8% | -8.4% | -10.4% | -14.1% |
| 6M | -39.2% | -2.6% | -36.6% | -38.8% |
| YTD | -52.4% | -0.6% | -51.8% | -53.0% |
| 1Y | -40.3% | +11.0% | -51.3% | -45.9% |
| 3Y | -75.1% | -6.3% | -68.8% | -74.8% |
| All | -76.7% | -2.3% | -74.5% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling