-75.1%
LULU vs FLNC
-62.9%
-12.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +2.0% |
| 7D | -1.6% | -4.1% | +2.4% | -1.4% |
| 30D | -18.1% | -24.8% | +6.7% | -16.7% |
| 3M | -18.8% | -59.1% | +40.3% | -14.5% |
| 6M | -39.2% | -42.0% | +2.8% | -38.7% |
| YTD | -52.4% | -49.8% | -2.6% | -52.0% |
| 1Y | -40.3% | +43.1% | -83.4% | -47.2% |
| 3Y | -75.1% | -61.0% | -14.1% | -76.6% |
| All | -75.1% | -62.9% | -12.2% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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