+606.9%
LULU vs RMBS
+485.3%
+121.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.7% |
| 7D | -1.6% | +1.8% | -3.4% | -2.1% |
| 30D | -18.1% | -13.9% | -4.2% | -15.2% |
| 3M | -18.8% | -39.8% | +21.0% | -9.4% |
| 6M | -39.2% | -6.0% | -33.2% | -42.2% |
| YTD | -52.4% | -5.4% | -47.0% | -55.6% |
| 1Y | -40.3% | -1.8% | -38.5% | -46.2% |
| 3Y | -75.1% | +53.7% | -128.8% | -81.8% |
| 5Y | -76.7% | +268.5% | -345.3% | -87.3% |
| 10Y | +52.7% | +563.9% | -511.2% | -32.3% |
| All | +606.9% | +485.3% | +121.7% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling