-40.3%
LULU vs D
+13.5%
-53.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.8% |
| 30D | -18.1% | -4.5% | -13.7% | -18.4% |
| 3M | -18.8% | -2.5% | -16.3% | -18.9% |
| 6M | -39.2% | +5.5% | -44.8% | -39.0% |
| YTD | -52.4% | +13.3% | -65.6% | -52.3% |
| 1Y | -40.3% | +11.8% | -52.1% | -40.3% |
| All | -40.3% | +13.5% | -53.8% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling