-30.3%
LULU vs RBA
-2.0%
-28.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.2% |
| 7D | +6.5% | +12.7% | -6.2% | +2.8% |
| 30D | +20.3% | +15.5% | +4.8% | +15.2% |
| 3M | -8.9% | -14.0% | +5.1% | -5.8% |
| 6M | -13.1% | -8.8% | -4.3% | -12.4% |
| YTD | -46.1% | -6.9% | -39.2% | -46.3% |
| 1Y | -30.3% | -3.0% | -27.3% | -33.0% |
| All | -30.3% | -2.0% | -28.3% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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