+440.9%
FLEX vs LULU
-75.6%
+516.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.7% |
| 7D | +0.1% | -20.4% | +20.6% | +3.3% |
| 30D | -11.8% | -22.9% | +11.1% | -8.6% |
| 3M | -22.6% | -18.5% | -4.0% | -20.8% |
| 6M | +77.3% | -41.8% | +119.1% | +93.4% |
| YTD | +78.8% | -53.4% | +132.1% | +103.7% |
| 1Y | +86.1% | -40.9% | +127.0% | +99.5% |
| All | +440.9% | -75.6% | +516.4% | +537.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling