-33.3%
LULU vs RNG
+173.4%
-206.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.6% |
| 7D | +1.8% | -11.2% | +13.0% | +4.0% |
| 30D | +19.4% | -3.8% | +23.2% | +19.8% |
| 3M | -9.5% | +21.1% | -30.7% | -12.9% |
| 6M | -14.2% | +56.2% | -70.4% | -21.9% |
| YTD | -46.2% | +158.8% | -205.0% | -57.2% |
| 1Y | -33.3% | +173.6% | -206.9% | -49.4% |
| All | -33.3% | +173.4% | -206.7% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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