-76.7%
LULU vs RVTY
-33.1%
-43.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +0.9% |
| 7D | -1.6% | -4.5% | +2.9% | +0.5% |
| 30D | -18.1% | +5.5% | -23.6% | -20.4% |
| 3M | -18.8% | +22.5% | -41.3% | -26.8% |
| 6M | -39.2% | +38.9% | -78.1% | -48.5% |
| YTD | -52.4% | +28.7% | -81.1% | -58.3% |
| 1Y | -40.3% | +45.5% | -85.8% | -50.9% |
| 3Y | -75.1% | +16.4% | -91.5% | -78.0% |
| All | -76.7% | -33.1% | -43.6% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling