-39.2%
LULU vs RVTY
+38.1%
-77.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.0% |
| 7D | -1.6% | -4.5% | +2.9% | +0.2% |
| 30D | -18.1% | +5.5% | -23.6% | -20.1% |
| 3M | -18.8% | +22.5% | -41.3% | -27.4% |
| 6M | -39.2% | +38.9% | -78.1% | -48.4% |
| All | -39.2% | +38.1% | -77.3% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling