+32.2%
LULU vs FTV
+82.6%
-50.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.5% |
| 7D | -20.4% | -5.2% | -15.2% | -17.8% |
| 30D | -22.9% | -11.5% | -11.4% | -17.1% |
| 3M | -18.5% | -9.0% | -9.5% | -14.2% |
| 6M | -41.8% | -2.0% | -39.8% | -41.5% |
| YTD | -53.4% | -0.9% | -52.4% | -53.6% |
| 1Y | -40.9% | +14.8% | -55.7% | -46.3% |
| 3Y | -75.6% | -5.5% | -70.0% | -75.4% |
| 5Y | -77.2% | -1.9% | -75.4% | -77.8% |
| 10Y | +49.5% | +78.2% | -28.7% | +15.4% |
| All | +32.2% | +82.6% | -50.4% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling