+507.5%
RSP vs LULU
+725.5%
-218.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -0.4% | -12.6% | +12.2% | +2.1% |
| 30D | -1.5% | -19.7% | +18.2% | +2.8% |
| 3M | +4.8% | -12.2% | +17.0% | +6.9% |
| 6M | +10.3% | -39.3% | +49.6% | +21.5% |
| YTD | +14.1% | -50.3% | +64.4% | +31.0% |
| 1Y | +17.0% | -38.6% | +55.6% | +27.5% |
| 3Y | +54.2% | -74.0% | +128.1% | +95.8% |
| 5Y | +51.5% | -72.9% | +124.4% | +85.1% |
| 10Y | +204.4% | +56.2% | +148.2% | +137.9% |
| All | +507.5% | +725.5% | -218.0% | +129.5% |
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