+84.2%
DOCN vs LULU
-64.4%
+148.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.6% | +6.5% | +7.2% |
| 7D | -12.8% | +4.4% | -17.2% | -14.9% |
| 30D | -41.9% | +19.1% | -61.0% | -47.5% |
| 3M | -36.9% | -12.5% | -24.4% | -34.6% |
| 6M | -52.2% | -14.2% | -38.0% | -50.8% |
| YTD | +62.7% | -45.8% | +108.6% | +117.0% |
| 1Y | +58.2% | -32.3% | +90.5% | +81.7% |
| 3Y | +219.5% | -72.3% | +291.8% | +487.2% |
| 5Y | -32.9% | -76.1% | +43.2% | +30.2% |
| All | +84.2% | -64.4% | +148.7% | +222.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling