+56.8%
RGTI vs LULU
-76.9%
+133.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | -0.4% |
| 7D | +0.5% | -1.6% | +2.1% | +1.3% |
| 30D | -17.1% | -18.1% | +1.0% | -9.5% |
| 3M | -26.0% | -18.8% | -7.2% | -19.8% |
| 6M | -9.9% | -39.2% | +29.3% | +14.1% |
| YTD | -31.1% | -52.4% | +21.3% | -0.7% |
| 1Y | -8.5% | -40.3% | +31.8% | +14.2% |
| 3Y | +652.2% | -75.1% | +727.3% | +1,338.7% |
| All | +56.8% | -76.9% | +133.7% | +173.7% |
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