-51.2%
LULU vs RMBS
+16.3%
-67.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.3% | -18.7% | -17.4% |
| 7D | -16.7% | -0.3% | -16.4% | -16.7% |
| 30D | -18.5% | -12.2% | -6.4% | -18.0% |
| 3M | -19.5% | -49.5% | +30.1% | -15.2% |
| 6M | -41.9% | -7.1% | -34.8% | -43.9% |
| YTD | -51.6% | -7.0% | -44.6% | -53.1% |
| 1Y | -51.2% | +13.3% | -64.5% | -56.5% |
| All | -51.2% | +16.3% | -67.5% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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