-26.2%
DT vs LULU
-76.9%
+50.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.4% |
| 7D | -1.6% | -1.6% | 0.0% | -1.2% |
| 30D | +3.0% | -18.1% | +21.2% | +9.5% |
| 3M | +26.5% | -18.8% | +45.3% | +34.4% |
| 6M | +35.9% | -39.2% | +75.1% | +59.0% |
| YTD | +17.8% | -52.4% | +70.2% | +51.0% |
| 1Y | +4.1% | -40.3% | +44.4% | +21.3% |
| 3Y | +5.3% | -75.1% | +80.4% | +61.8% |
| All | -26.2% | -76.9% | +50.7% | +17.6% |
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 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