-39.2%
LULU vs DBX
+34.3%
-73.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -1.6% | +2.1% | -3.7% | -2.1% |
| 30D | -18.1% | +5.7% | -23.9% | -18.8% |
| 3M | -18.8% | +31.8% | -50.6% | -22.5% |
| 6M | -39.2% | +37.5% | -76.7% | -42.0% |
| All | -39.2% | +34.3% | -73.5% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling