-99.9%
DFNS vs LULU
-69.6%
-30.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | -6.3% | -1.6% | -4.7% | -6.1% |
| 30D | -74.0% | -18.1% | -55.8% | -73.4% |
| 3M | -70.1% | -18.8% | -51.4% | -69.4% |
| 6M | -93.9% | -39.2% | -54.7% | -93.7% |
| YTD | -98.1% | -52.4% | -45.7% | -98.0% |
| 1Y | -98.3% | -40.3% | -58.0% | -98.2% |
| 3Y | -99.9% | -75.1% | -24.8% | -99.9% |
| 5Y | -99.9% | -76.7% | -23.1% | -99.9% |
| All | -99.9% | -69.6% | -30.2% | -99.9% |
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 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