+37.4%
LULU vs RNG
+301.7%
-264.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | -6.1% | +4.5% | -0.2% |
| 30D | -18.1% | +9.6% | -27.7% | -19.9% |
| 3M | -18.8% | +83.3% | -102.1% | -30.7% |
| 6M | -39.2% | +77.9% | -117.1% | -48.4% |
| YTD | -52.4% | +139.9% | -192.3% | -63.2% |
| 1Y | -40.3% | +121.7% | -162.0% | -53.1% |
| 3Y | -75.1% | +121.9% | -197.0% | -81.3% |
| 5Y | -76.7% | -68.4% | -8.4% | -74.6% |
| 10Y | +52.7% | +220.0% | -167.3% | -2.0% |
| All | +37.4% | +301.7% | -264.3% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling