-75.1%
LULU vs RMD
+49.9%
-125.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | -1.6% | -4.4% | +2.8% | -0.6% |
| 30D | -18.1% | -3.1% | -15.0% | -17.5% |
| 3M | -18.8% | +13.8% | -32.5% | -21.6% |
| 6M | -39.2% | -8.6% | -30.6% | -38.3% |
| YTD | -52.4% | -8.6% | -43.7% | -51.7% |
| 1Y | -40.3% | -19.7% | -20.6% | -37.7% |
| 3Y | -75.1% | +48.4% | -123.5% | -77.3% |
| All | -75.1% | +49.9% | -125.0% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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