-99.9%
DFNS vs LULU
-77.2%
-22.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.4% | +2.0% |
| 7D | -3.3% | -20.4% | +17.1% | 0.0% |
| 30D | -73.1% | -22.9% | -50.2% | -72.1% |
| 3M | -71.4% | -18.5% | -52.8% | -70.5% |
| 6M | -93.8% | -41.8% | -52.1% | -93.6% |
| YTD | -98.0% | -53.4% | -44.7% | -98.0% |
| 1Y | -98.2% | -40.9% | -57.3% | -98.1% |
| 3Y | -99.9% | -75.6% | -24.3% | -99.9% |
| 5Y | -99.9% | -77.2% | -22.6% | -99.9% |
| All | -99.9% | -77.2% | -22.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling