-75.1%
LULU vs RY
+154.6%
-229.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.6% | -2.2% | +0.6% | 0.0% |
| 30D | -18.1% | -3.6% | -14.6% | -16.0% |
| 3M | -18.8% | +3.9% | -22.7% | -21.4% |
| 6M | -39.2% | +26.4% | -65.6% | -49.2% |
| YTD | -52.4% | +22.3% | -74.7% | -59.3% |
| 1Y | -40.3% | +43.7% | -84.0% | -54.6% |
| 3Y | -75.1% | +154.0% | -229.1% | -87.4% |
| All | -75.1% | +154.6% | -229.7% | -87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling