+606.9%
LULU vs RSG
+998.6%
-391.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -18.1% | +4.0% | -22.1% | -20.1% |
| 3M | -18.8% | +7.4% | -26.1% | -22.7% |
| 6M | -39.2% | +0.1% | -39.3% | -40.1% |
| YTD | -52.4% | +6.0% | -58.4% | -55.1% |
| 1Y | -40.3% | -3.0% | -37.3% | -40.1% |
| 3Y | -75.1% | +56.5% | -131.6% | -82.8% |
| 5Y | -76.7% | +90.9% | -167.7% | -86.4% |
| 10Y | +52.7% | +428.7% | -376.0% | -60.4% |
| All | +606.9% | +998.6% | -391.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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