-30.3%
LULU vs DD
+49.3%
-79.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +5.2% |
| 7D | +6.5% | +8.7% | -2.2% | +4.0% |
| 30D | +20.3% | +15.3% | +5.0% | +15.6% |
| 3M | -8.9% | +5.9% | -14.8% | -10.6% |
| 6M | -13.1% | +11.6% | -24.7% | -17.4% |
| YTD | -46.1% | +26.5% | -72.6% | -51.9% |
| 1Y | -30.3% | +35.4% | -65.7% | -41.3% |
| All | -30.3% | +49.3% | -79.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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