+50.0%
LULU vs RBA
+206.5%
-156.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.8% | -1.6% | +0.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -18.1% | -2.9% | -15.2% | -17.3% |
| 3M | -18.8% | -20.9% | +2.1% | -12.2% |
| 6M | -39.2% | -17.7% | -21.5% | -35.6% |
| YTD | -52.4% | -18.2% | -34.2% | -49.5% |
| 1Y | -40.3% | -29.1% | -11.2% | -33.3% |
| 3Y | -75.1% | +29.5% | -104.6% | -78.2% |
| 5Y | -76.7% | +40.2% | -117.0% | -81.0% |
| All | +50.0% | +206.5% | -156.5% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling