+770.1%
RIOT vs LULU
+42.1%
+728.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.2% | -3.5% |
| 7D | -0.9% | -20.4% | +19.5% | +11.0% |
| 30D | +3.5% | -22.9% | +26.4% | +16.7% |
| 3M | -13.0% | -18.5% | +5.5% | -6.4% |
| 6M | +43.1% | -41.8% | +84.9% | +87.1% |
| YTD | +65.4% | -53.4% | +118.7% | +145.3% |
| 1Y | +27.7% | -40.9% | +68.6% | +61.7% |
| 3Y | +91.3% | -75.6% | +166.9% | +286.7% |
| 5Y | -29.3% | -77.2% | +48.0% | +49.0% |
| 10Y | +496.3% | +49.5% | +446.7% | +518.2% |
| All | +770.1% | +42.1% | +728.0% | +786.4% |
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