-76.7%
LULU vs ROIV
+308.6%
-385.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -78.8% |
| All | -76.7% | +308.6% | -385.3% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling