-51.2%
LULU vs ROKU
+57.7%
-108.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.7% | -15.7% | -16.8% |
| 7D | -16.7% | -1.3% | -15.4% | -16.2% |
| 30D | -18.5% | +5.9% | -24.4% | -19.9% |
| 3M | -19.5% | +23.9% | -43.3% | -24.6% |
| 6M | -41.9% | +59.6% | -101.5% | -51.4% |
| YTD | -51.6% | +43.4% | -95.0% | -58.1% |
| 1Y | -51.2% | +60.2% | -111.3% | -60.6% |
| All | -51.2% | +57.7% | -108.9% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling