+637.1%
LULU vs D
+252.8%
+384.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | -12.6% | +0.8% | -13.3% | -12.8% |
| 30D | -19.7% | -0.7% | -19.0% | -19.5% |
| 3M | -12.2% | +2.1% | -14.3% | -13.1% |
| 6M | -39.3% | +6.8% | -46.2% | -41.6% |
| YTD | -50.3% | +16.5% | -66.9% | -54.0% |
| 1Y | -38.6% | +19.2% | -57.8% | -43.9% |
| 3Y | -74.0% | +61.9% | -135.8% | -80.0% |
| 5Y | -72.9% | +6.5% | -79.4% | -75.0% |
| 10Y | +56.2% | +35.3% | +20.9% | +14.8% |
| All | +637.1% | +252.8% | +384.2% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling