+499.9%
DDOG vs LULU
-49.0%
+549.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.4% | +10.5% | +8.8% |
| 7D | +7.7% | -16.9% | +24.6% | +16.2% |
| 30D | -13.6% | -22.0% | +8.4% | -4.2% |
| 3M | -0.9% | -17.8% | +16.9% | +6.4% |
| 6M | +75.2% | -41.3% | +116.5% | +119.3% |
| YTD | +65.7% | -52.0% | +117.7% | +130.1% |
| 1Y | +60.4% | -39.8% | +100.2% | +95.0% |
| 3Y | +130.7% | -74.8% | +205.5% | +303.9% |
| 5Y | +59.9% | -76.3% | +136.2% | +179.7% |
| All | +499.9% | -49.0% | +549.0% | +505.6% |
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 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