-51.2%
LULU vs RNG
+144.7%
-195.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.9% | -13.5% | -16.6% |
| 7D | -16.7% | +5.8% | -22.5% | -17.4% |
| 30D | -18.5% | +19.6% | -38.2% | -21.0% |
| 3M | -19.5% | +67.0% | -86.5% | -27.0% |
| 6M | -41.9% | +88.4% | -130.3% | -48.8% |
| YTD | -51.6% | +155.5% | -207.1% | -60.7% |
| 1Y | -51.2% | +141.7% | -192.9% | -61.5% |
| All | -51.2% | +144.7% | -195.9% | -61.5% |
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