+67.3%
DVN vs LULU
+53.6%
+13.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.1% |
| 7D | +4.5% | -1.6% | +6.1% | +4.9% |
| 30D | +12.0% | -18.1% | +30.1% | +16.9% |
| 3M | +13.4% | -18.8% | +32.2% | +18.1% |
| 6M | +12.1% | -39.2% | +51.3% | +24.5% |
| YTD | +38.8% | -52.4% | +91.2% | +64.4% |
| 1Y | +46.0% | -40.3% | +86.3% | +60.6% |
| 3Y | +9.5% | -75.1% | +84.6% | +47.6% |
| 5Y | +125.3% | -76.7% | +202.0% | +199.3% |
| All | +67.3% | +53.6% | +13.7% | +27.3% |
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