+606.9%
LULU vs ROK
+808.8%
-201.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.2% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | -18.1% | -4.8% | -13.3% | -15.9% |
| 3M | -18.8% | -6.1% | -12.7% | -16.9% |
| 6M | -39.2% | +15.5% | -54.7% | -45.3% |
| YTD | -52.4% | +11.2% | -63.5% | -56.3% |
| 1Y | -40.3% | +23.8% | -64.1% | -48.8% |
| 3Y | -75.1% | +53.1% | -128.2% | -82.0% |
| 5Y | -76.7% | +48.3% | -125.0% | -83.4% |
| 10Y | +52.7% | +357.4% | -304.6% | -52.2% |
| All | +606.9% | +808.8% | -201.9% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling