-76.7%
LULU vs RGEN
-44.2%
-32.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -1.6% | -1.4% | -0.2% | -1.2% |
| 30D | -18.1% | -0.3% | -17.8% | -18.2% |
| 3M | -18.8% | +23.9% | -42.7% | -24.7% |
| 6M | -39.2% | +38.5% | -77.7% | -45.7% |
| YTD | -52.4% | +0.8% | -53.2% | -53.2% |
| 1Y | -40.3% | +38.2% | -78.5% | -47.2% |
| 3Y | -75.1% | +1.3% | -76.4% | -77.1% |
| All | -76.7% | -44.2% | -32.5% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 5y: compounded portfolio wealth divided by compounded RGEN 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…
5y analysis · Full analysis span regression · 6 months rolling