+19.8%
DDOG vs LULU
-31.7%
+51.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.8% | -19.2% | -15.0% |
| 7D | -32.2% | +6.5% | -38.7% | -32.9% |
| 30D | -31.7% | +20.3% | -52.0% | -34.1% |
| 3M | -34.5% | -8.9% | -25.6% | -33.4% |
| 6M | +28.7% | -13.1% | +41.8% | +32.3% |
| YTD | +38.8% | -46.1% | +84.9% | +55.8% |
| 1Y | +19.8% | -30.3% | +50.1% | +49.9% |
| All | +19.8% | -31.7% | +51.5% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling