+5.3%
DT vs LULU
-75.0%
+80.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.1% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | +3.0% | -18.1% | +21.2% | +6.8% |
| 3M | +26.5% | -18.8% | +45.3% | +31.1% |
| 6M | +35.9% | -39.2% | +75.1% | +48.8% |
| YTD | +17.8% | -52.4% | +70.2% | +35.5% |
| 1Y | +4.1% | -40.3% | +44.4% | +14.2% |
| 3Y | +5.3% | -75.1% | +80.4% | +30.0% |
| All | +5.3% | -75.0% | +80.3% | +30.0% |
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