-6.1%
RDW vs LULU
-76.9%
+70.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.7% |
| 30D | -21.3% | -18.1% | -3.2% | -14.8% |
| 3M | -37.9% | -18.8% | -19.1% | -32.8% |
| 6M | +12.3% | -39.2% | +51.5% | +40.0% |
| YTD | +39.7% | -52.4% | +92.1% | +94.9% |
| 1Y | +25.7% | -40.3% | +66.0% | +54.3% |
| 3Y | +230.8% | -75.1% | +305.9% | +486.6% |
| All | -6.1% | -76.9% | +70.8% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling