+1,115.5%
FLEX vs LULU
+53.6%
+1,061.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.5% |
| 7D | +5.7% | -1.6% | +7.4% | +6.3% |
| 30D | -7.0% | -18.1% | +11.1% | -2.3% |
| 3M | -23.8% | -18.8% | -5.1% | -20.5% |
| 6M | +82.6% | -39.2% | +121.9% | +107.8% |
| YTD | +91.6% | -52.4% | +144.0% | +134.6% |
| 1Y | +100.6% | -40.3% | +140.9% | +125.6% |
| 3Y | +479.8% | -75.1% | +554.9% | +726.7% |
| 5Y | +746.5% | -76.7% | +823.2% | +1,081.6% |
| All | +1,115.5% | +53.6% | +1,061.9% | +1,055.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 10y: compounded portfolio wealth divided by compounded LULU 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…
10y analysis · Full analysis span regression · 6 months rolling