+2.0%
RDW vs LULU
-71.9%
+73.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.3% |
| 7D | +0.9% | -1.6% | +2.5% | +1.6% |
| 30D | -21.3% | -18.1% | -3.2% | -15.1% |
| 3M | -37.9% | -18.8% | -19.1% | -33.0% |
| 6M | +12.3% | -39.2% | +51.5% | +38.5% |
| YTD | +39.7% | -52.4% | +92.1% | +91.6% |
| 1Y | +25.7% | -40.3% | +66.0% | +52.9% |
| 3Y | +230.8% | -75.1% | +305.9% | +468.9% |
| 5Y | -8.8% | -76.7% | +68.0% | +46.4% |
| All | +2.0% | -71.9% | +73.9% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling