+654.6%
LULU vs RY
+702.7%
-48.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | -4.6% | +0.6% | -5.2% | -5.0% |
| 30D | +12.3% | +5.0% | +7.2% | +8.4% |
| 3M | -11.6% | -5.3% | -6.3% | -8.0% |
| 6M | -12.8% | +13.8% | -26.7% | -21.0% |
| YTD | -49.2% | +21.0% | -70.1% | -55.9% |
| 1Y | -37.7% | +40.5% | -78.2% | -51.7% |
| 3Y | -74.7% | +159.7% | -234.3% | -87.5% |
| 5Y | -76.7% | +124.3% | -201.0% | -87.3% |
| 10Y | +82.7% | +351.6% | -268.9% | -42.1% |
| All | +654.6% | +702.7% | -48.0% | +50.7% |
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