+11.8%
DOCS vs LULU
-74.7%
+86.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -17.4% | +14.6% | +0.4% |
| 7D | -1.4% | -16.7% | +15.3% | +1.7% |
| 30D | +21.8% | -18.5% | +40.4% | +26.2% |
| 3M | +27.3% | -19.5% | +46.8% | +31.8% |
| 6M | -0.3% | -41.9% | +41.6% | +7.8% |
| YTD | -40.5% | -51.6% | +11.1% | -34.3% |
| 1Y | -61.5% | -51.2% | -10.4% | -57.8% |
| All | +11.8% | -74.7% | +86.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling