+112.2%
DT vs LULU
-47.9%
+160.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +2.1% |
| 7D | -0.5% | -16.9% | +16.4% | +6.8% |
| 30D | +0.1% | -22.0% | +22.0% | +10.1% |
| 3M | +24.1% | -17.8% | +41.9% | +32.9% |
| 6M | +30.1% | -41.3% | +71.4% | +59.9% |
| YTD | +16.8% | -52.0% | +68.8% | +57.0% |
| 1Y | -0.1% | -39.8% | +39.7% | +19.7% |
| 3Y | +6.8% | -74.8% | +81.7% | +76.4% |
| 5Y | -28.4% | -76.3% | +47.9% | +17.8% |
| All | +112.2% | -47.9% | +160.0% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling