+164.6%
DOCN vs LULU
-68.2%
+232.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -17.4% | +20.2% | +11.9% |
| 7D | +1.1% | -16.7% | +17.9% | +9.6% |
| 30D | -9.6% | -18.5% | +8.9% | -2.0% |
| 3M | -37.7% | -19.5% | -18.2% | -33.1% |
| 6M | +115.2% | -41.9% | +157.1% | +176.1% |
| YTD | +133.7% | -51.6% | +185.3% | +233.5% |
| 1Y | +250.2% | -51.2% | +301.3% | +381.1% |
| 3Y | +320.3% | -75.1% | +395.4% | +721.1% |
| 5Y | +53.1% | -74.1% | +127.2% | +197.7% |
| All | +164.6% | -68.2% | +232.8% | +394.9% |
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