-41.3%
LULU vs ROP
+7.8%
-49.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.7% |
| 7D | -16.9% | -6.1% | -10.8% | -13.9% |
| 30D | -22.0% | -3.4% | -18.6% | -20.0% |
| 3M | -17.8% | +16.7% | -34.5% | -21.6% |
| 6M | -41.3% | +8.1% | -49.3% | -42.8% |
| All | -41.3% | +7.8% | -49.1% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling