-94.5%
RIG vs LULU
+691.8%
-786.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | -3.1% | -1.6% | -1.4% | -2.7% |
| 30D | -0.5% | -18.1% | +17.6% | +3.8% |
| 3M | -6.0% | -18.8% | +12.8% | -2.2% |
| 6M | -10.1% | -39.2% | +29.1% | -0.6% |
| YTD | +37.3% | -52.4% | +89.7% | +61.1% |
| 1Y | +73.9% | -40.3% | +114.2% | +91.7% |
| 3Y | -30.2% | -75.1% | +44.9% | -7.7% |
| 5Y | +62.5% | -76.7% | +139.2% | +113.3% |
| 10Y | -42.3% | +52.7% | -95.1% | -52.0% |
| All | -94.5% | +691.8% | -786.2% | -97.7% |
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 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