+20.6%
RDW vs LULU
-33.8%
+54.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | -0.9% | +17.4% | +16.7% |
| 7D | -14.1% | +3.3% | -17.4% | -14.9% |
| 30D | -29.6% | +20.6% | -50.2% | -33.3% |
| 3M | -39.1% | -11.2% | -27.9% | -37.6% |
| 6M | -25.2% | -16.1% | -9.1% | -21.7% |
| YTD | -5.1% | -46.7% | +41.6% | +2.0% |
| 1Y | +20.6% | -32.3% | +52.8% | +20.5% |
| All | +20.6% | -33.8% | +54.4% | +20.5% |
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