-53.1%
DOCS vs LULU
-77.1%
+24.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.0% |
| 7D | +0.1% | -6.5% | +6.6% | +2.6% |
| 30D | +8.7% | +10.7% | -2.1% | +4.3% |
| 3M | +32.9% | -13.6% | +46.4% | +38.4% |
| 6M | +25.5% | -16.5% | +42.0% | +32.6% |
| YTD | -25.0% | -49.7% | +24.7% | -5.5% |
| 1Y | -34.9% | -38.9% | +4.0% | -24.2% |
| 3Y | +39.3% | -74.7% | +114.1% | +115.4% |
| All | -53.1% | -77.1% | +24.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling