+46.1%
DE vs LULU
-31.7%
+77.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.8% | -3.2% | +1.3% |
| 7D | +5.6% | +6.5% | -0.9% | +5.2% |
| 30D | -0.8% | +20.3% | -21.1% | -1.8% |
| 3M | +9.8% | -8.9% | +18.8% | +10.0% |
| 6M | +17.5% | -13.1% | +30.7% | +18.2% |
| YTD | +46.5% | -46.1% | +92.5% | +54.6% |
| 1Y | +46.1% | -30.3% | +76.4% | +51.2% |
| All | +46.1% | -31.7% | +77.8% | +51.2% |
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