+612.3%
LULU vs RVTY
+403.8%
+208.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.0% |
| 7D | -16.9% | -5.4% | -11.5% | -14.5% |
| 30D | -22.0% | +6.7% | -28.7% | -25.0% |
| 3M | -17.8% | +19.0% | -36.8% | -25.9% |
| 6M | -41.3% | +34.6% | -75.9% | -50.6% |
| YTD | -52.0% | +28.3% | -80.3% | -58.8% |
| 1Y | -39.8% | +46.0% | -85.9% | -52.1% |
| 3Y | -74.8% | +16.9% | -91.7% | -78.5% |
| 5Y | -76.3% | -32.9% | -43.4% | -73.1% |
| 10Y | +53.9% | +141.6% | -87.7% | -19.7% |
| All | +612.3% | +403.8% | +208.5% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling