-40.3%
LULU vs DAR
+107.8%
-148.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -18.1% | +2.6% | -20.8% | -18.0% |
| 3M | -18.8% | +14.2% | -33.0% | -18.1% |
| 6M | -39.2% | +17.2% | -56.4% | -38.8% |
| YTD | -52.4% | +80.9% | -133.2% | -52.6% |
| 1Y | -40.3% | +104.0% | -144.3% | -40.7% |
| All | -40.3% | +107.8% | -148.1% | -40.7% |
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