-44.6%
FLUT vs LULU
-75.6%
+30.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | 0.0% |
| 7D | -3.6% | -20.4% | +16.9% | +1.1% |
| 30D | -0.3% | -22.9% | +22.5% | +5.1% |
| 3M | -12.6% | -18.5% | +5.9% | -9.0% |
| 6M | -8.0% | -41.8% | +33.8% | +1.8% |
| YTD | -54.1% | -53.4% | -0.7% | -47.1% |
| 1Y | -66.1% | -40.9% | -25.2% | -62.7% |
| All | -44.6% | -75.6% | +30.9% | -33.9% |
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