-51.2%
LULU vs RJF
+7.8%
-59.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -16.6% |
| 7D | -16.7% | -0.6% | -16.1% | -16.3% |
| 30D | -18.5% | -1.3% | -17.3% | -18.0% |
| 3M | -19.5% | +18.9% | -38.3% | -25.1% |
| 6M | -41.9% | +15.0% | -57.0% | -45.4% |
| YTD | -51.6% | +12.2% | -63.8% | -55.2% |
| 1Y | -51.2% | +5.6% | -56.8% | -51.3% |
| All | -51.2% | +7.8% | -59.0% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling