-30.3%
LULU vs RL
+34.3%
-64.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.5% | +0.3% | +2.5% |
| 7D | +6.5% | +5.8% | +0.7% | +3.6% |
| 30D | +20.3% | +12.7% | +7.6% | +13.6% |
| 3M | -8.9% | +9.3% | -18.3% | -12.8% |
| 6M | -13.1% | +16.9% | -30.0% | -20.4% |
| YTD | -46.1% | +17.5% | -63.5% | -51.1% |
| 1Y | -30.3% | +34.6% | -64.9% | -42.5% |
| All | -30.3% | +34.3% | -64.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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