+38.6%
DVN vs LULU
-49.9%
+88.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.4% | +15.9% | -2.3% |
| 7D | +1.5% | -16.7% | +18.2% | +0.7% |
| 30D | +14.2% | -18.5% | +32.7% | +13.2% |
| 3M | +5.2% | -19.5% | +24.7% | +4.7% |
| 6M | +11.9% | -41.9% | +53.8% | +11.8% |
| YTD | +32.8% | -51.6% | +84.4% | +34.7% |
| 1Y | +38.6% | -51.2% | +89.8% | +38.9% |
| All | +38.6% | -49.9% | +88.5% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling