-24.5%
RCL vs LULU
-39.6%
+15.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.2% |
| 7D | -1.9% | -1.6% | -0.3% | -1.5% |
| 30D | -15.5% | -18.1% | +2.6% | -11.3% |
| 3M | -9.7% | -18.8% | +9.1% | -5.2% |
| 6M | -8.7% | -39.2% | +30.5% | +4.2% |
| YTD | -5.8% | -52.4% | +46.6% | +16.5% |
| 1Y | -24.5% | -40.3% | +15.8% | -17.3% |
| All | -24.5% | -39.6% | +15.2% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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