+100.6%
FLEX vs LULU
-39.6%
+140.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +7.2% |
| 7D | +5.7% | -1.6% | +7.4% | +5.7% |
| 30D | -7.0% | -18.1% | +11.1% | -7.0% |
| 3M | -23.8% | -18.8% | -5.1% | -23.2% |
| 6M | +82.6% | -39.2% | +121.9% | +89.3% |
| YTD | +91.6% | -52.4% | +144.0% | +104.1% |
| 1Y | +100.6% | -40.3% | +140.9% | +98.7% |
| All | +100.6% | -39.6% | +140.2% | +98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling