-51.2%
LULU vs ROP
-21.5%
-29.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.6% | -13.8% | -15.4% |
| 7D | -16.7% | -4.4% | -12.3% | -14.4% |
| 30D | -18.5% | +3.2% | -21.8% | -19.3% |
| 3M | -19.5% | +23.1% | -42.5% | -27.1% |
| 6M | -41.9% | +13.3% | -55.2% | -45.2% |
| YTD | -51.6% | -7.9% | -43.7% | -47.4% |
| 1Y | -51.2% | -22.1% | -29.1% | -34.8% |
| All | -51.2% | -21.5% | -29.7% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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