+51.2%
RSP vs LULU
-76.9%
+128.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | -2.8% | -18.1% | +15.3% | +0.5% |
| 3M | +2.8% | -18.8% | +21.6% | +6.3% |
| 6M | +10.2% | -39.2% | +49.4% | +20.0% |
| YTD | +13.1% | -52.4% | +65.5% | +29.2% |
| 1Y | +14.8% | -40.3% | +55.1% | +24.5% |
| 3Y | +52.6% | -75.1% | +127.7% | +92.2% |
| All | +51.2% | -76.9% | +128.1% | +83.4% |
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 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