+446.0%
DUK vs LULU
+691.8%
-245.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -3.0% | -18.8% | +15.8% | -1.8% |
| 6M | -6.6% | -39.2% | +32.7% | -3.6% |
| YTD | +4.6% | -52.4% | +56.9% | +9.7% |
| 1Y | +1.2% | -40.3% | +41.5% | +4.2% |
| 3Y | +45.7% | -75.1% | +120.8% | +57.8% |
| 5Y | +40.3% | -76.7% | +117.0% | +50.8% |
| 10Y | +129.9% | +52.7% | +77.2% | +104.7% |
| All | +446.0% | +691.8% | -245.8% | +219.2% |
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