-5.1%
ROL vs LULU
-77.2%
+72.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | -3.2% | -20.4% | +17.2% | -0.5% |
| 30D | -6.6% | -22.9% | +16.3% | -3.6% |
| 3M | -27.3% | -18.5% | -8.8% | -25.6% |
| 6M | -38.1% | -41.8% | +3.7% | -34.0% |
| YTD | -41.8% | -53.4% | +11.6% | -36.1% |
| 1Y | -37.8% | -40.9% | +3.1% | -34.1% |
| 3Y | -0.3% | -75.6% | +75.2% | +17.3% |
| 5Y | -5.1% | -77.2% | +72.2% | +11.2% |
| All | -5.1% | -77.2% | +72.1% | +11.2% |
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