-75.6%
LULU vs RBA
+25.0%
-100.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.6% |
| 7D | -20.4% | -3.3% | -17.2% | -19.7% |
| 30D | -22.9% | -9.8% | -13.1% | -20.5% |
| 3M | -18.5% | -23.5% | +4.9% | -12.4% |
| 6M | -41.8% | -21.5% | -20.3% | -38.1% |
| YTD | -53.4% | -21.2% | -32.2% | -50.6% |
| 1Y | -40.9% | -30.2% | -10.7% | -35.0% |
| All | -75.6% | +25.0% | -100.7% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling