-51.2%
LULU vs DBX
+20.4%
-71.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.4% | -14.9% | -16.8% |
| 7D | -16.7% | -2.4% | -14.3% | -16.1% |
| 30D | -18.5% | -0.5% | -18.1% | -18.4% |
| 3M | -19.5% | +28.1% | -47.5% | -23.8% |
| 6M | -41.9% | +33.1% | -75.0% | -45.2% |
| YTD | -51.6% | +25.3% | -76.9% | -54.1% |
| 1Y | -51.2% | +18.3% | -69.5% | -53.9% |
| All | -51.2% | +20.4% | -71.6% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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