+50.0%
LULU vs D
+36.8%
+13.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.4% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | -18.1% | -4.5% | -13.7% | -17.3% |
| 3M | -18.8% | -2.5% | -16.3% | -18.4% |
| 6M | -39.2% | +5.5% | -44.8% | -40.2% |
| YTD | -52.4% | +13.3% | -65.6% | -54.0% |
| 1Y | -40.3% | +11.8% | -52.1% | -42.2% |
| 3Y | -75.1% | +56.7% | -131.8% | -78.3% |
| 5Y | -76.7% | +4.3% | -81.0% | -77.5% |
| All | +50.0% | +36.8% | +13.2% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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