+21.8%
LULU vs DBX
+20.9%
+1.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.3% |
| 7D | -20.4% | -1.8% | -18.6% | -19.9% |
| 30D | -22.9% | +2.8% | -25.7% | -23.7% |
| 3M | -18.5% | +26.8% | -45.3% | -25.5% |
| 6M | -41.8% | +32.8% | -74.6% | -48.3% |
| YTD | -53.4% | +26.1% | -79.5% | -57.8% |
| 1Y | -40.9% | +14.1% | -55.0% | -44.7% |
| 3Y | -75.6% | +25.7% | -101.3% | -78.7% |
| 5Y | -77.2% | +11.2% | -88.4% | -79.9% |
| All | +21.8% | +20.9% | +1.0% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling