+1,366.3%
ROL vs LULU
+725.5%
+640.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.0% |
| 7D | -3.4% | -12.6% | +9.1% | -1.3% |
| 30D | -6.9% | -19.7% | +12.8% | -3.3% |
| 3M | -24.6% | -12.2% | -12.4% | -23.1% |
| 6M | -39.5% | -39.3% | -0.2% | -34.1% |
| YTD | -41.1% | -50.3% | +9.2% | -33.3% |
| 1Y | -37.9% | -38.6% | +0.7% | -33.0% |
| 3Y | +0.8% | -74.0% | +74.8% | +24.5% |
| 5Y | -4.7% | -72.9% | +68.2% | +13.1% |
| 10Y | +207.9% | +56.2% | +151.7% | +137.4% |
| All | +1,366.3% | +725.5% | +640.8% | +461.5% |
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 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