-9.3%
FLUT vs LULU
+53.6%
-62.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.6% |
| 7D | +0.4% | -1.6% | +2.1% | +0.7% |
| 30D | +2.5% | -18.1% | +20.6% | +5.3% |
| 3M | -9.2% | -18.8% | +9.5% | -6.7% |
| 6M | -8.2% | -39.2% | +31.0% | -2.3% |
| YTD | -53.2% | -52.4% | -0.9% | -48.7% |
| 1Y | -65.6% | -40.3% | -25.3% | -63.3% |
| 3Y | -43.6% | -75.1% | +31.5% | -34.6% |
| 5Y | -50.3% | -76.7% | +26.4% | -43.7% |
| All | -9.3% | +53.6% | -62.9% | +3.7% |
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 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