+98.4%
LULU vs RACE
+640.3%
-541.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +3.0% |
| 7D | -12.6% | -1.0% | -11.5% | -12.0% |
| 30D | -19.7% | -1.5% | -18.2% | -19.1% |
| 3M | -12.2% | +15.5% | -27.7% | -17.8% |
| 6M | -39.3% | +17.3% | -56.6% | -43.8% |
| YTD | -50.3% | +11.1% | -61.5% | -53.1% |
| 1Y | -38.6% | -14.3% | -24.3% | -35.4% |
| 3Y | -74.0% | +40.2% | -114.1% | -79.1% |
| 5Y | -72.9% | +92.6% | -165.5% | -81.4% |
| 10Y | +56.2% | +786.6% | -730.4% | -26.2% |
| All | +98.4% | +640.3% | -541.9% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling