-11.4%
RKT vs LULU
-76.9%
+65.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -1.9% | -18.8% | +16.9% | +4.8% |
| 6M | -13.0% | -39.2% | +26.2% | +2.8% |
| YTD | -31.9% | -52.4% | +20.5% | -12.4% |
| 1Y | -37.6% | -40.3% | +2.7% | -26.5% |
| 3Y | +36.8% | -75.1% | +111.9% | +113.3% |
| All | -11.4% | -76.9% | +65.4% | +32.4% |
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 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