-38.0%
DOCS vs LULU
-69.0%
+31.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | 0.0% | +4.4% | -4.4% | -1.6% |
| 30D | +7.8% | +19.1% | -11.3% | +0.5% |
| 3M | +20.0% | -12.5% | +32.4% | +24.8% |
| 6M | +26.5% | -14.2% | +40.7% | +32.5% |
| YTD | -25.8% | -45.8% | +20.1% | -8.3% |
| 1Y | -39.5% | -32.3% | -7.2% | -32.0% |
| 3Y | +60.3% | -72.3% | +132.7% | +141.5% |
| 5Y | -57.0% | -76.1% | +19.0% | -29.9% |
| All | -38.0% | -69.0% | +31.0% | -15.2% |
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