+126.0%
DUK vs LULU
+53.6%
+72.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.1% |
| 7D | -0.7% | -1.6% | +1.0% | -0.6% |
| 30D | -2.4% | -18.1% | +15.7% | -1.6% |
| 3M | -3.0% | -18.8% | +15.8% | -2.2% |
| 6M | -6.6% | -39.2% | +32.7% | -4.6% |
| YTD | +4.6% | -52.4% | +56.9% | +8.0% |
| 1Y | +1.2% | -40.3% | +41.5% | +3.2% |
| 3Y | +45.7% | -75.1% | +120.8% | +54.8% |
| 5Y | +40.3% | -76.7% | +117.0% | +48.1% |
| All | +126.0% | +53.6% | +72.4% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling