+54.2%
RGTI vs LULU
-69.7%
+123.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.8% |
| 3M | -26.0% | -18.8% | -7.2% | -20.0% |
| 6M | -9.9% | -39.2% | +29.3% | +13.2% |
| YTD | -31.1% | -52.4% | +21.3% | -2.1% |
| 1Y | -8.5% | -40.3% | +31.8% | +13.4% |
| 3Y | +652.2% | -75.1% | +727.3% | +1,300.7% |
| 5Y | +56.8% | -76.7% | +133.5% | +162.6% |
| All | +54.2% | -69.7% | +123.9% | +157.8% |
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