-51.2%
LULU vs RY
+46.1%
-97.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.7% | -16.7% | -16.8% |
| 7D | -16.7% | +3.1% | -19.8% | -18.4% |
| 30D | -18.5% | -0.3% | -18.2% | -18.4% |
| 3M | -19.5% | +8.7% | -28.1% | -26.1% |
| 6M | -41.9% | +28.5% | -70.5% | -55.2% |
| YTD | -51.6% | +25.1% | -76.7% | -61.7% |
| 1Y | -51.2% | +46.3% | -97.5% | -70.6% |
| All | -51.2% | +46.1% | -97.3% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling