-76.7%
LULU vs RY
+136.8%
-213.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.9% |
| 3M | -18.8% | +3.9% | -22.7% | -21.5% |
| 6M | -39.2% | +26.4% | -65.6% | -49.4% |
| YTD | -52.4% | +22.3% | -74.7% | -59.4% |
| 1Y | -40.3% | +43.7% | -84.0% | -55.0% |
| 3Y | -75.1% | +154.0% | -229.1% | -88.0% |
| All | -76.7% | +136.8% | -213.5% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling