-49.5%
FLUT vs LULU
-76.9%
+27.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.4% |
| 7D | +0.4% | -1.6% | +2.1% | +0.8% |
| 30D | +2.5% | -18.1% | +20.6% | +7.2% |
| 3M | -9.2% | -18.8% | +9.5% | -5.1% |
| 6M | -8.2% | -39.2% | +31.0% | +2.0% |
| YTD | -53.2% | -52.4% | -0.9% | -45.2% |
| 1Y | -65.6% | -40.3% | -25.3% | -61.8% |
| 3Y | -43.6% | -75.1% | +31.5% | -26.6% |
| All | -49.5% | -76.9% | +27.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling