-75.6%
LULU vs ROIV
+223.6%
-299.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.5% |
| 7D | -20.4% | +19.0% | -39.4% | -22.6% |
| 30D | -22.9% | +16.1% | -39.0% | -24.9% |
| 3M | -18.5% | +44.1% | -62.6% | -23.6% |
| 6M | -41.8% | +37.8% | -79.6% | -45.2% |
| YTD | -53.4% | +88.7% | -142.0% | -58.0% |
| 1Y | -40.9% | +197.3% | -238.2% | -50.1% |
| All | -75.6% | +223.6% | -299.3% | -80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling