-75.1%
LULU vs RRC
+29.5%
-104.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | -18.1% | +2.7% | -20.8% | -18.3% |
| 3M | -18.8% | +8.8% | -27.6% | -19.5% |
| 6M | -39.2% | -1.2% | -38.0% | -39.4% |
| YTD | -52.4% | +17.6% | -69.9% | -53.6% |
| 1Y | -40.3% | +18.4% | -58.7% | -42.0% |
| 3Y | -75.1% | +33.1% | -108.2% | -76.3% |
| All | -75.1% | +29.5% | -104.6% | -76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling