+612.3%
LULU vs RCAT
-99.8%
+712.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -3.3% |
| 7D | -16.9% | -2.3% | -14.7% | -16.9% |
| 30D | -22.0% | -18.7% | -3.3% | -21.9% |
| 3M | -17.8% | -29.3% | +11.4% | -17.7% |
| 6M | -41.3% | -42.3% | +1.1% | -41.2% |
| YTD | -52.0% | +2.5% | -54.5% | -52.1% |
| 1Y | -39.8% | -5.7% | -34.1% | -39.9% |
| 3Y | -74.8% | +764.9% | -839.7% | -75.2% |
| 5Y | -76.3% | +182.3% | -258.6% | -76.6% |
| 10Y | +53.9% | -98.5% | +152.4% | +42.5% |
| All | +612.3% | -99.8% | +712.1% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling