-73.3%
LULU vs ROIV
+288.8%
-362.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -1.6% | +16.9% | -18.5% | -3.5% |
| 30D | -18.1% | +12.9% | -31.0% | -19.5% |
| 3M | -18.8% | +37.3% | -56.1% | -22.0% |
| 6M | -39.2% | +38.0% | -77.2% | -41.7% |
| YTD | -52.4% | +88.1% | -140.5% | -56.0% |
| 1Y | -40.3% | +183.3% | -223.6% | -47.3% |
| 3Y | -75.1% | +254.6% | -329.7% | -78.9% |
| 5Y | -76.7% | +309.8% | -386.6% | -82.3% |
| All | -73.3% | +288.8% | -362.1% | -79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling