-61.0%
LULU vs RVMD
+622.3%
-683.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | -3.0% | +1.3% | -1.2% |
| 30D | -18.1% | -0.7% | -17.4% | -18.1% |
| 3M | -18.8% | +36.5% | -55.3% | -23.2% |
| 6M | -39.2% | +104.6% | -143.8% | -47.1% |
| YTD | -52.4% | +155.8% | -208.2% | -60.8% |
| 1Y | -40.3% | +340.7% | -381.0% | -55.8% |
| 3Y | -75.1% | +519.9% | -595.0% | -83.6% |
| 5Y | -76.7% | +584.9% | -661.7% | -86.3% |
| All | -61.0% | +622.3% | -683.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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