-25.7%
RKT vs LULU
-70.9%
+45.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.4% |
| 7D | -1.0% | -16.9% | +16.0% | +5.8% |
| 30D | -2.4% | -22.0% | +19.6% | +6.6% |
| 3M | +1.9% | -17.8% | +19.7% | +9.0% |
| 6M | -13.9% | -41.3% | +27.4% | +4.7% |
| YTD | -30.6% | -52.0% | +21.4% | -9.0% |
| 1Y | -34.4% | -39.8% | +5.5% | -21.9% |
| 3Y | +38.2% | -74.8% | +113.0% | +121.5% |
| 5Y | -9.7% | -76.3% | +66.6% | +43.1% |
| All | -25.7% | -70.9% | +45.2% | -2.9% |
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