-98.3%
DFNS vs LULU
-49.9%
-48.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -17.4% | +18.0% | +13.5% |
| 7D | -16.0% | -16.7% | +0.7% | -5.7% |
| 30D | -77.7% | -18.5% | -59.2% | -75.4% |
| 3M | -77.2% | -19.5% | -57.7% | -74.3% |
| 6M | -95.2% | -41.9% | -53.3% | -94.0% |
| YTD | -98.0% | -51.6% | -46.4% | -97.4% |
| 1Y | -98.3% | -51.2% | -47.1% | -97.8% |
| All | -98.3% | -49.9% | -48.3% | -97.8% |
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