+612.3%
LULU vs DAR
+718.3%
-106.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -16.9% | -0.2% | -16.8% | -16.9% |
| 30D | -22.0% | +7.4% | -29.4% | -24.1% |
| 3M | -17.8% | +15.7% | -33.5% | -22.5% |
| 6M | -41.3% | +30.0% | -71.3% | -47.3% |
| YTD | -52.0% | +87.5% | -139.5% | -62.3% |
| 1Y | -39.8% | +113.4% | -153.2% | -55.3% |
| 3Y | -74.8% | +15.3% | -90.1% | -77.9% |
| 5Y | -76.3% | -4.3% | -72.0% | -78.7% |
| 10Y | +53.9% | +380.2% | -326.3% | -33.7% |
| All | +612.3% | +718.3% | -106.0% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling