-40.3%
LULU vs RRC
+20.8%
-61.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.6% |
| 30D | -18.1% | +2.7% | -20.8% | -18.1% |
| 3M | -18.8% | +8.8% | -27.6% | -18.9% |
| 6M | -39.2% | -1.2% | -38.0% | -39.6% |
| YTD | -52.4% | +17.6% | -69.9% | -54.0% |
| 1Y | -40.3% | +18.4% | -58.7% | -41.3% |
| All | -40.3% | +20.8% | -61.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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