+75.9%
DE vs LULU
-75.0%
+150.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -2.6% | -1.6% | -0.9% | -2.4% |
| 30D | +9.0% | -18.1% | +27.1% | +11.4% |
| 3M | +19.1% | -18.8% | +37.9% | +21.7% |
| 6M | +14.4% | -39.2% | +53.6% | +21.3% |
| YTD | +45.9% | -52.4% | +98.3% | +60.5% |
| 1Y | +43.6% | -40.3% | +83.9% | +51.7% |
| 3Y | +75.9% | -75.1% | +151.0% | +97.9% |
| All | +75.9% | -75.0% | +150.9% | +97.9% |
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 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