-48.1%
DOCS vs LULU
-33.8%
-14.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -0.8% | +3.3% | -4.1% | -1.7% |
| 30D | +17.4% | +20.6% | -3.2% | +10.8% |
| 3M | +57.4% | -11.2% | +68.5% | +62.0% |
| 6M | +26.5% | -16.1% | +42.6% | +30.8% |
| YTD | -26.6% | -46.7% | +20.1% | -19.5% |
| 1Y | -48.1% | -32.3% | -15.8% | -44.8% |
| All | -48.1% | -33.8% | -14.2% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling