-40.3%
LULU vs ROIV
+195.2%
-235.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -1.6% | +16.9% | -18.5% | -4.2% |
| 30D | -18.1% | +12.9% | -31.0% | -20.0% |
| 3M | -18.8% | +37.3% | -56.1% | -24.3% |
| 6M | -39.2% | +38.0% | -77.2% | -43.8% |
| YTD | -52.4% | +88.1% | -140.5% | -57.3% |
| 1Y | -40.3% | +183.3% | -223.6% | -47.3% |
| All | -40.3% | +195.2% | -235.5% | -47.3% |
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 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