+50.0%
LULU vs RVTY
+145.6%
-95.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.8% |
| 7D | -1.6% | -4.5% | +2.9% | +0.6% |
| 30D | -18.1% | +5.5% | -23.6% | -20.5% |
| 3M | -18.8% | +22.5% | -41.3% | -27.4% |
| 6M | -39.2% | +38.9% | -78.1% | -49.1% |
| YTD | -52.4% | +28.7% | -81.1% | -58.7% |
| 1Y | -40.3% | +45.5% | -85.8% | -51.7% |
| 3Y | -75.1% | +16.4% | -91.5% | -78.4% |
| 5Y | -76.7% | -32.7% | -44.0% | -73.4% |
| All | +50.0% | +145.6% | -95.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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