+606.9%
LULU vs RIO
+398.4%
+208.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | -1.6% | -3.2% | +1.6% | -0.4% |
| 30D | -18.1% | +0.9% | -19.0% | -18.5% |
| 3M | -18.8% | -1.4% | -17.3% | -18.8% |
| 6M | -39.2% | +10.9% | -50.1% | -42.0% |
| YTD | -52.4% | +31.2% | -83.6% | -57.6% |
| 1Y | -40.3% | +67.9% | -108.2% | -51.6% |
| 3Y | -75.1% | +88.8% | -163.9% | -80.9% |
| 5Y | -76.7% | +93.1% | -169.9% | -82.8% |
| 10Y | +52.7% | +593.0% | -540.2% | -33.5% |
| All | +606.9% | +398.4% | +208.6% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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