+117.1%
DDOG vs LULU
-75.0%
+192.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.7% |
| 7D | +3.9% | -1.6% | +5.5% | +4.2% |
| 30D | -8.2% | -18.1% | +9.9% | -4.4% |
| 3M | -5.6% | -18.8% | +13.2% | -1.8% |
| 6M | +73.5% | -39.2% | +112.7% | +93.1% |
| YTD | +62.7% | -52.4% | +115.0% | +92.1% |
| 1Y | +59.0% | -40.3% | +99.3% | +77.4% |
| 3Y | +117.1% | -75.1% | +192.2% | +179.0% |
| All | +117.1% | -75.0% | +192.2% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling