-75.1%
LULU vs RCAT
+720.6%
-795.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.2% |
| 7D | -1.6% | -4.9% | +3.3% | -1.5% |
| 30D | -18.1% | -22.9% | +4.7% | -17.5% |
| 3M | -18.8% | -33.7% | +15.0% | -18.0% |
| 6M | -39.2% | -50.7% | +11.5% | -38.4% |
| YTD | -52.4% | +0.4% | -52.8% | -52.7% |
| 1Y | -40.3% | -27.6% | -12.7% | -40.5% |
| 3Y | -75.1% | +753.2% | -828.3% | -76.6% |
| All | -75.1% | +720.6% | -795.7% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling