-72.2%
LULU vs ROIV
+295.0%
-367.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +18.8% | -16.2% | +0.4% |
| 7D | -12.6% | +20.2% | -32.7% | -14.5% |
| 30D | -19.7% | +14.1% | -33.9% | -21.2% |
| 3M | -12.2% | +45.6% | -57.8% | -16.3% |
| 6M | -39.3% | +44.1% | -83.5% | -42.2% |
| YTD | -50.3% | +91.2% | -141.5% | -54.2% |
| 1Y | -38.6% | +221.3% | -259.9% | -46.6% |
| 3Y | -74.0% | +229.2% | -303.2% | -77.7% |
| 5Y | -72.9% | +316.5% | -389.4% | -79.4% |
| All | -72.2% | +295.0% | -367.2% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling