+1,538.6%
DE vs LULU
+675.0%
+863.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +0.8% |
| 7D | -2.4% | -20.4% | +18.1% | +2.8% |
| 30D | +9.7% | -22.9% | +32.6% | +16.3% |
| 3M | +21.4% | -18.5% | +39.9% | +26.3% |
| 6M | +15.0% | -41.8% | +56.8% | +29.3% |
| YTD | +46.4% | -53.4% | +99.8% | +73.6% |
| 1Y | +45.6% | -40.9% | +86.5% | +61.3% |
| 3Y | +76.8% | -75.6% | +152.3% | +135.1% |
| 5Y | +99.4% | -77.2% | +176.6% | +160.5% |
| 10Y | +864.6% | +49.5% | +815.0% | +608.7% |
| All | +1,538.6% | +675.0% | +863.6% | +376.4% |
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