+165.8%
RTX vs LULU
-77.2%
+242.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | -2.0% | -20.4% | +18.5% | -0.2% |
| 30D | -11.2% | -22.9% | +11.7% | -9.4% |
| 3M | +12.0% | -18.5% | +30.6% | +13.7% |
| 6M | -3.6% | -41.8% | +38.2% | +0.5% |
| YTD | +9.2% | -53.4% | +62.6% | +15.8% |
| 1Y | +29.7% | -40.9% | +70.6% | +34.5% |
| 3Y | +152.0% | -75.6% | +227.5% | +178.7% |
| 5Y | +165.8% | -77.2% | +243.0% | +188.6% |
| All | +165.8% | -77.2% | +242.9% | +188.6% |
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