-73.2%
DOCS vs LULU
-74.5%
+1.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -17.4% | +14.6% | +3.9% |
| 7D | -1.4% | -16.7% | +15.3% | +5.1% |
| 30D | +21.8% | -18.5% | +40.4% | +31.1% |
| 3M | +27.3% | -19.5% | +46.8% | +37.0% |
| 6M | -0.3% | -41.9% | +41.6% | +20.7% |
| YTD | -40.5% | -51.6% | +11.1% | -23.0% |
| 1Y | -61.5% | -51.2% | -10.4% | -51.4% |
| 3Y | +8.2% | -75.1% | +83.3% | +69.1% |
| All | -73.2% | -74.5% | +1.3% | -61.7% |
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