-99.9%
DFNS vs LULU
-68.3%
-31.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.1% |
| 7D | +0.8% | -12.6% | +13.3% | +2.4% |
| 30D | -73.2% | -19.7% | -53.5% | -72.5% |
| 3M | -72.4% | -12.2% | -60.2% | -72.0% |
| 6M | -95.2% | -39.3% | -55.9% | -95.1% |
| YTD | -98.0% | -50.3% | -47.6% | -97.9% |
| 1Y | -98.3% | -38.6% | -59.6% | -98.2% |
| 3Y | -99.9% | -74.0% | -25.9% | -99.9% |
| 5Y | -99.9% | -72.9% | -27.0% | -99.9% |
| All | -99.9% | -68.3% | -31.5% | -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 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