+57.9%
LULU vs RUN
-34.5%
+92.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -1.6% | -3.7% | +2.1% | -1.1% |
| 30D | -18.1% | -13.0% | -5.1% | -16.7% |
| 3M | -18.8% | -31.8% | +13.0% | -15.0% |
| 6M | -39.2% | -32.2% | -7.0% | -36.7% |
| YTD | -52.4% | -53.5% | +1.1% | -48.7% |
| 1Y | -40.3% | -46.5% | +6.2% | -37.5% |
| 3Y | -75.1% | -37.6% | -37.5% | -78.5% |
| 5Y | -76.7% | -80.9% | +4.1% | -77.5% |
| 10Y | +52.7% | +41.3% | +11.5% | +6.0% |
| All | +57.9% | -34.5% | +92.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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