+606.9%
LULU vs RJF
+1,005.0%
-398.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | -2.7% | +1.1% | -0.3% |
| 30D | -18.1% | -4.3% | -13.9% | -16.2% |
| 3M | -18.8% | +15.7% | -34.5% | -24.3% |
| 6M | -39.2% | +17.8% | -57.0% | -44.0% |
| YTD | -52.4% | +9.2% | -61.5% | -54.7% |
| 1Y | -40.3% | +2.8% | -43.1% | -41.6% |
| 3Y | -75.1% | +69.5% | -144.6% | -81.3% |
| 5Y | -76.7% | +105.9% | -182.7% | -84.3% |
| 10Y | +52.7% | +424.9% | -372.1% | -41.3% |
| All | +606.9% | +1,005.0% | -398.0% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling