-51.2%
LULU vs ROIV
+177.7%
-228.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.5% | -18.9% | -17.6% |
| 7D | -16.7% | +0.6% | -17.4% | -16.8% |
| 30D | -18.5% | +1.0% | -19.5% | -19.0% |
| 3M | -19.5% | +18.3% | -37.7% | -22.6% |
| 6M | -41.9% | +18.3% | -60.2% | -44.6% |
| YTD | -51.6% | +61.0% | -112.6% | -54.5% |
| 1Y | -51.2% | +177.9% | -229.1% | -47.7% |
| All | -51.2% | +177.7% | -228.8% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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