-6.6%
LULU vs RAM
-78.4%
+71.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +0.6% |
| 7D | -4.6% | +15.2% | -19.8% | -3.2% |
| 30D | +12.3% | -36.5% | +48.7% | +9.3% |
| 3M | -11.6% | -54.6% | +43.0% | -15.4% |
| All | -6.6% | -78.4% | +71.9% | -13.4% |
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