+1,258.0%
FLEX vs LULU
+725.5%
+532.5%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.5% |
| 7D | +7.0% | -12.6% | +19.5% | +10.9% |
| 30D | -5.8% | -19.7% | +13.9% | 0.0% |
| 3M | -24.2% | -12.2% | -12.0% | -22.7% |
| 6M | +90.8% | -39.3% | +130.1% | +118.5% |
| YTD | +89.2% | -50.3% | +139.5% | +130.1% |
| 1Y | +104.7% | -38.6% | +143.3% | +129.7% |
| 3Y | +478.1% | -74.0% | +552.1% | +719.7% |
| 5Y | +726.2% | -72.9% | +799.1% | +1,006.4% |
| 10Y | +1,060.6% | +56.2% | +1,004.4% | +707.1% |
| All | +1,258.0% | +725.5% | +532.5% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling