-76.7%
LULU vs DAR
-9.0%
-67.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -18.1% | +2.6% | -20.8% | -18.7% |
| 3M | -18.8% | +14.2% | -33.0% | -21.7% |
| 6M | -39.2% | +17.2% | -56.4% | -42.1% |
| YTD | -52.4% | +80.9% | -133.2% | -59.5% |
| 1Y | -40.3% | +104.0% | -144.3% | -51.3% |
| 3Y | -75.1% | +3.6% | -78.7% | -76.0% |
| All | -76.7% | -9.0% | -67.7% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling