+206.6%
ROL vs LULU
+53.6%
+153.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -3.2% | -1.6% | -1.5% | -2.9% |
| 30D | -4.9% | -18.1% | +13.2% | -2.1% |
| 3M | -25.8% | -18.8% | -7.1% | -23.6% |
| 6M | -37.6% | -39.2% | +1.6% | -32.9% |
| YTD | -41.5% | -52.4% | +10.9% | -34.5% |
| 1Y | -39.5% | -40.3% | +0.8% | -35.1% |
| 3Y | +0.1% | -75.1% | +75.2% | +21.3% |
| 5Y | -4.6% | -76.7% | +72.1% | +13.8% |
| All | +206.6% | +53.6% | +153.0% | +178.4% |
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 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