+637.1%
LULU vs RY
+724.0%
-87.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +3.1% |
| 7D | -12.6% | +2.7% | -15.3% | -14.2% |
| 30D | -19.7% | -1.0% | -18.8% | -19.3% |
| 3M | -12.2% | +7.6% | -19.9% | -17.1% |
| 6M | -39.3% | +29.5% | -68.8% | -50.0% |
| YTD | -50.3% | +24.2% | -74.5% | -57.8% |
| 1Y | -38.6% | +46.4% | -85.0% | -53.8% |
| 3Y | -74.0% | +159.4% | -233.4% | -87.2% |
| 5Y | -72.9% | +141.8% | -214.8% | -86.0% |
| 10Y | +56.2% | +373.9% | -317.7% | -52.3% |
| All | +637.1% | +724.0% | -87.0% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling