+100.7%
ROST vs LULU
-75.0%
+175.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.2% | +1.9% |
| 7D | +0.2% | -1.6% | +1.8% | +0.5% |
| 30D | -6.9% | -18.1% | +11.2% | -3.6% |
| 3M | -3.3% | -18.8% | +15.5% | 0.0% |
| 6M | +9.0% | -39.2% | +48.3% | +18.8% |
| YTD | +28.9% | -52.4% | +81.2% | +47.0% |
| 1Y | +54.0% | -40.3% | +94.3% | +66.7% |
| 3Y | +100.7% | -75.1% | +175.8% | +146.4% |
| All | +100.7% | -75.0% | +175.8% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling