-51.2%
LULU vs DAR
+104.4%
-155.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.9% | -16.5% | -17.5% |
| 7D | -16.7% | +1.4% | -18.1% | -16.6% |
| 30D | -18.5% | +12.8% | -31.3% | -17.6% |
| 3M | -19.5% | +7.4% | -26.8% | -18.9% |
| 6M | -41.9% | +22.3% | -64.2% | -41.3% |
| YTD | -51.6% | +81.1% | -132.7% | -51.0% |
| 1Y | -51.2% | +106.5% | -157.7% | -50.4% |
| All | -51.2% | +104.4% | -155.5% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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