+24.5%
LULU vs DBX
+22.6%
+1.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.6% |
| 7D | -1.6% | +2.1% | -3.7% | -2.5% |
| 30D | -18.1% | +5.7% | -23.9% | -19.8% |
| 3M | -18.8% | +31.8% | -50.6% | -26.8% |
| 6M | -39.2% | +37.5% | -76.7% | -46.7% |
| YTD | -52.4% | +27.9% | -80.3% | -57.1% |
| 1Y | -40.3% | +15.0% | -55.3% | -44.3% |
| 3Y | -75.1% | +27.2% | -102.3% | -78.4% |
| 5Y | -76.7% | +12.8% | -89.5% | -79.6% |
| All | +24.5% | +22.6% | +1.9% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling