+50.0%
LULU vs RRX
+228.4%
-178.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +0.8% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -18.1% | -6.1% | -12.0% | -16.3% |
| 3M | -18.8% | -23.1% | +4.3% | -12.6% |
| 6M | -39.2% | -19.5% | -19.7% | -36.8% |
| YTD | -52.4% | +16.1% | -68.4% | -58.0% |
| 1Y | -40.3% | +12.9% | -53.2% | -47.1% |
| 3Y | -75.1% | +7.9% | -83.0% | -78.6% |
| 5Y | -76.7% | +19.1% | -95.8% | -81.3% |
| All | +50.0% | +228.4% | -178.4% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling