-38.7%
DOCS vs LULU
-69.5%
+30.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -0.8% | +3.3% | -4.1% | -1.9% |
| 30D | +17.4% | +20.6% | -3.2% | +9.0% |
| 3M | +57.4% | -11.2% | +68.5% | +63.1% |
| 6M | +26.5% | -16.1% | +42.6% | +33.6% |
| YTD | -26.6% | -46.7% | +20.1% | -8.8% |
| 1Y | -48.1% | -32.3% | -15.8% | -41.7% |
| 3Y | +52.6% | -72.8% | +125.5% | +131.8% |
| 5Y | -52.1% | -76.3% | +24.2% | -21.6% |
| All | -38.7% | -69.5% | +30.8% | -15.6% |
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 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