+205.8%
RSP vs LULU
+53.6%
+152.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | -2.8% | -18.1% | +15.3% | +0.9% |
| 3M | +2.8% | -18.8% | +21.6% | +6.7% |
| 6M | +10.2% | -39.2% | +49.4% | +21.2% |
| YTD | +13.1% | -52.4% | +65.5% | +31.0% |
| 1Y | +14.8% | -40.3% | +55.1% | +25.6% |
| 3Y | +52.6% | -75.1% | +127.7% | +96.1% |
| 5Y | +51.6% | -76.7% | +128.4% | +91.5% |
| All | +205.8% | +53.6% | +152.2% | +182.3% |
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