+592.0%
LULU vs RGEN
+4,188.5%
-3,596.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -20.4% | -2.9% | -17.5% | -19.7% |
| 30D | -22.9% | -0.1% | -22.8% | -23.0% |
| 3M | -18.5% | +25.9% | -44.5% | -24.0% |
| 6M | -41.8% | +35.2% | -77.0% | -46.8% |
| YTD | -53.4% | +0.5% | -53.9% | -53.9% |
| 1Y | -40.9% | +37.0% | -77.9% | -46.6% |
| 3Y | -75.6% | +2.0% | -77.6% | -77.3% |
| 5Y | -77.2% | -44.2% | -33.1% | -76.4% |
| 10Y | +49.5% | +411.6% | -362.1% | -15.5% |
| All | +592.0% | +4,188.5% | -3,596.5% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling