+50.0%
LULU vs RCAT
-98.5%
+148.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.6% |
| 30D | -18.1% | -22.9% | +4.7% | -18.0% |
| 3M | -18.8% | -33.7% | +15.0% | -18.6% |
| 6M | -39.2% | -50.7% | +11.5% | -39.0% |
| YTD | -52.4% | +0.4% | -52.8% | -52.5% |
| 1Y | -40.3% | -27.6% | -12.7% | -40.4% |
| 3Y | -75.1% | +753.2% | -828.3% | -75.6% |
| 5Y | -76.7% | +183.3% | -260.0% | -77.2% |
| All | +50.0% | -98.5% | +148.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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