-75.6%
LULU vs RACE
+40.4%
-116.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.4% |
| 7D | -20.4% | -2.2% | -18.2% | -19.7% |
| 30D | -22.9% | -0.4% | -22.5% | -22.7% |
| 3M | -18.5% | +17.9% | -36.5% | -23.1% |
| 6M | -41.8% | +19.3% | -61.1% | -45.3% |
| YTD | -53.4% | +11.9% | -65.2% | -55.6% |
| 1Y | -40.9% | -12.7% | -28.2% | -39.4% |
| All | -75.6% | +40.4% | -116.0% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling