+612.3%
LULU vs ROP
+636.7%
-24.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.4% |
| 7D | -16.9% | -6.1% | -10.8% | -12.7% |
| 30D | -22.0% | -3.4% | -18.6% | -19.7% |
| 3M | -17.8% | +16.7% | -34.5% | -26.9% |
| 6M | -41.3% | +8.1% | -49.3% | -45.1% |
| YTD | -52.0% | -11.7% | -40.3% | -48.3% |
| 1Y | -39.8% | -24.2% | -15.6% | -27.6% |
| 3Y | -74.8% | -19.0% | -55.9% | -71.5% |
| 5Y | -76.3% | -15.9% | -60.4% | -73.9% |
| 10Y | +53.9% | +135.7% | -81.8% | -28.3% |
| All | +612.3% | +636.7% | -24.4% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling