+282.7%
FLEX vs LULU
-74.3%
+356.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.2% |
| 7D | +7.5% | -4.6% | +12.1% | +8.2% |
| 30D | -25.3% | +12.3% | -37.6% | -26.8% |
| 3M | -39.7% | -11.6% | -28.0% | -39.0% |
| 6M | -47.9% | -12.8% | -35.0% | -47.4% |
| YTD | +24.1% | -49.2% | +73.3% | +39.3% |
| 1Y | +26.0% | -37.7% | +63.7% | +34.4% |
| 3Y | +282.7% | -74.7% | +357.3% | +316.7% |
| All | +282.7% | -74.3% | +356.9% | +316.7% |
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 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