-40.3%
LULU vs RACE
-12.0%
-28.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.7% |
| 7D | -1.6% | +0.9% | -2.6% | -2.0% |
| 30D | -18.1% | +1.6% | -19.7% | -18.5% |
| 3M | -18.8% | +13.2% | -31.9% | -22.2% |
| 6M | -39.2% | +22.9% | -62.1% | -43.4% |
| YTD | -52.4% | +13.3% | -65.6% | -55.2% |
| 1Y | -40.3% | -12.7% | -27.6% | -41.5% |
| All | -40.3% | -12.0% | -28.3% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling