-98.3%
DFNS vs LULU
-39.6%
-58.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -4.4% |
| 7D | -6.3% | -1.6% | -4.7% | -5.2% |
| 30D | -74.0% | -18.1% | -55.8% | -70.9% |
| 3M | -70.1% | -18.8% | -51.4% | -65.8% |
| 6M | -93.9% | -39.2% | -54.7% | -92.1% |
| YTD | -98.1% | -52.4% | -45.7% | -97.3% |
| 1Y | -98.3% | -40.3% | -58.0% | -97.7% |
| All | -98.3% | -39.6% | -58.7% | -97.7% |
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