+606.9%
LULU vs FLR
+13.2%
+593.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.8% |
| 7D | -1.6% | -3.5% | +1.9% | -0.6% |
| 30D | -18.1% | +4.2% | -22.3% | -19.1% |
| 3M | -18.8% | +8.1% | -26.8% | -21.6% |
| 6M | -39.2% | +21.5% | -60.7% | -43.8% |
| YTD | -52.4% | +36.8% | -89.1% | -57.6% |
| 1Y | -40.3% | +31.2% | -71.5% | -46.5% |
| 3Y | -75.1% | +53.9% | -129.0% | -80.0% |
| 5Y | -76.7% | +243.0% | -319.8% | -86.1% |
| 10Y | +52.7% | +18.8% | +33.9% | +1.7% |
| All | +606.9% | +13.2% | +593.7% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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