+58.9%
DIA vs LULU
-75.0%
+133.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | -1.6% | -1.6% | +0.1% | -1.4% |
| 30D | -2.0% | -18.1% | +16.1% | +0.3% |
| 3M | +3.6% | -18.8% | +22.4% | +6.0% |
| 6M | +11.5% | -39.2% | +50.7% | +18.3% |
| YTD | +10.4% | -52.4% | +62.7% | +20.9% |
| 1Y | +15.6% | -40.3% | +55.9% | +22.3% |
| 3Y | +58.9% | -75.1% | +134.0% | +82.4% |
| All | +58.9% | -75.0% | +133.9% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling