-75.1%
LULU vs ROKU
+83.2%
-158.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -18.1% | +2.1% | -20.2% | -18.4% |
| 3M | -18.8% | +29.5% | -48.3% | -23.6% |
| 6M | -39.2% | +53.8% | -93.0% | -45.2% |
| YTD | -52.4% | +42.8% | -95.2% | -56.5% |
| 1Y | -40.3% | +60.7% | -101.0% | -47.0% |
| 3Y | -75.1% | +83.9% | -159.0% | -79.0% |
| All | -75.1% | +83.2% | -158.3% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling