-41.8%
LULU vs ROK
+10.0%
-51.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | -20.4% | -1.6% | -18.8% | -20.2% |
| 30D | -22.9% | -5.4% | -17.4% | -21.9% |
| 3M | -18.5% | -4.0% | -14.6% | -20.0% |
| 6M | -41.8% | +13.3% | -55.1% | -49.4% |
| All | -41.8% | +10.0% | -51.8% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 6mo: compounded portfolio wealth divided by compounded ROK 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…
6mo analysis · Full analysis span regression · 6 months rolling