+851.5%
DE vs LULU
+53.6%
+797.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -2.6% | -1.6% | -0.9% | -2.3% |
| 30D | +9.0% | -18.1% | +27.1% | +13.2% |
| 3M | +19.1% | -18.8% | +37.9% | +23.4% |
| 6M | +14.4% | -39.2% | +53.6% | +25.6% |
| YTD | +45.9% | -52.4% | +98.3% | +69.0% |
| 1Y | +43.6% | -40.3% | +83.9% | +56.8% |
| 3Y | +75.9% | -75.1% | +151.0% | +126.5% |
| 5Y | +98.8% | -76.7% | +175.5% | +151.8% |
| All | +851.5% | +53.6% | +797.9% | +729.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling