+214.2%
FLUT vs LULU
+725.5%
-511.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | +3.8% | -12.6% | +16.4% | +4.7% |
| 30D | +6.3% | -19.7% | +26.0% | +7.9% |
| 3M | -4.0% | -12.2% | +8.2% | -3.2% |
| 6M | -10.3% | -39.3% | +29.1% | -7.4% |
| YTD | -53.2% | -50.3% | -2.8% | -51.1% |
| 1Y | -65.0% | -38.6% | -26.4% | -64.0% |
| 3Y | -43.9% | -74.0% | +30.1% | -39.8% |
| 5Y | -49.2% | -72.9% | +23.7% | -46.0% |
| 10Y | -9.2% | +56.2% | -65.3% | -8.3% |
| All | +214.2% | +725.5% | -511.3% | +183.6% |
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