+592.0%
LULU vs RRC
+24.2%
+567.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -2.9% |
| 7D | -20.4% | -1.2% | -19.3% | -20.2% |
| 30D | -22.9% | +3.0% | -25.8% | -23.3% |
| 3M | -18.5% | +7.3% | -25.8% | -19.8% |
| 6M | -41.8% | +3.6% | -45.4% | -42.5% |
| YTD | -53.4% | +19.4% | -72.7% | -55.3% |
| 1Y | -40.9% | +21.4% | -62.3% | -43.7% |
| 3Y | -75.6% | +32.8% | -108.3% | -77.6% |
| 5Y | -77.2% | +152.0% | -229.2% | -82.6% |
| 10Y | +49.5% | +5.9% | +43.6% | +23.6% |
| All | +592.0% | +24.2% | +567.8% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling