-75.1%
LULU vs RL
+202.0%
-277.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.8% |
| 7D | -1.6% | -3.4% | +1.8% | +0.1% |
| 30D | -18.1% | -14.4% | -3.7% | -11.5% |
| 3M | -18.8% | -13.6% | -5.2% | -13.0% |
| 6M | -39.2% | +0.6% | -39.8% | -40.4% |
| YTD | -52.4% | -3.6% | -48.8% | -52.3% |
| 1Y | -40.3% | +8.3% | -48.6% | -43.7% |
| 3Y | -75.1% | +204.8% | -279.9% | -85.9% |
| All | -75.1% | +202.0% | -277.1% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling