+504.5%
DIA vs LULU
+697.8%
-193.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.6% | -0.1% |
| 7D | -1.2% | -16.9% | +15.7% | +1.8% |
| 30D | -2.7% | -22.0% | +19.3% | +1.3% |
| 3M | +3.3% | -17.8% | +21.1% | +6.3% |
| 6M | +10.4% | -41.3% | +51.7% | +20.2% |
| YTD | +10.0% | -52.0% | +62.0% | +23.9% |
| 1Y | +16.2% | -39.8% | +56.0% | +25.1% |
| 3Y | +58.7% | -74.8% | +133.6% | +93.9% |
| 5Y | +63.6% | -76.3% | +139.9% | +97.2% |
| 10Y | +251.0% | +53.9% | +197.1% | +195.2% |
| All | +504.5% | +697.8% | -193.3% | +193.6% |
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