-26.7%
RIOT vs LULU
-76.9%
+50.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.2% |
| 7D | -1.5% | -1.6% | +0.1% | -0.5% |
| 30D | +5.7% | -18.1% | +23.8% | +15.8% |
| 3M | -17.9% | -18.8% | +0.9% | -11.1% |
| 6M | +45.0% | -39.2% | +84.2% | +89.5% |
| YTD | +69.5% | -52.4% | +121.8% | +159.5% |
| 1Y | +37.2% | -40.3% | +77.5% | +75.9% |
| 3Y | +111.7% | -75.1% | +186.8% | +363.6% |
| All | -26.7% | -76.9% | +50.2% | +60.2% |
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