-27.1%
RKT vs LULU
-71.1%
+44.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.9% |
| 7D | -6.3% | -1.6% | -4.6% | -5.7% |
| 30D | -6.2% | -18.1% | +11.9% | +0.4% |
| 3M | -1.9% | -18.8% | +16.9% | +5.4% |
| 6M | -13.0% | -39.2% | +26.2% | +4.3% |
| YTD | -31.9% | -52.4% | +20.5% | -10.4% |
| 1Y | -37.6% | -40.3% | +2.7% | -25.5% |
| 3Y | +36.8% | -75.1% | +111.9% | +120.3% |
| 5Y | -9.7% | -76.7% | +67.0% | +44.5% |
| All | -27.1% | -71.1% | +44.0% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling