-51.2%
LULU vs RRX
+14.9%
-66.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.2% | -17.5% | -17.4% |
| 7D | -16.7% | +3.4% | -20.2% | -17.1% |
| 30D | -18.5% | -11.1% | -7.4% | -17.2% |
| 3M | -19.5% | -23.7% | +4.3% | -17.3% |
| 6M | -41.9% | -22.0% | -19.9% | -41.5% |
| YTD | -51.6% | +16.5% | -68.1% | -57.2% |
| 1Y | -51.2% | +11.5% | -62.7% | -56.4% |
| All | -51.2% | +14.9% | -66.1% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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