-2.4%
LULU vs RAM
-79.9%
+77.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -2.4% |
| 7D | +3.2% | -31.6% | +34.8% | +0.4% |
| 30D | +16.8% | -54.8% | +71.6% | +10.1% |
| 3M | -13.6% | -44.9% | +31.3% | -16.4% |
| All | -2.4% | -79.9% | +77.5% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling