+50.0%
LULU vs DD
+66.6%
-16.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | -1.6% | -3.5% | +1.9% | -0.2% |
| 30D | -18.1% | -11.7% | -6.5% | -13.9% |
| 3M | -18.8% | -9.2% | -9.5% | -15.8% |
| 6M | -39.2% | -7.2% | -32.0% | -38.1% |
| YTD | -52.4% | +6.6% | -59.0% | -54.4% |
| 1Y | -40.3% | +32.0% | -72.3% | -48.1% |
| 3Y | -75.1% | +42.1% | -117.2% | -79.4% |
| 5Y | -76.7% | +58.1% | -134.8% | -81.8% |
| All | +50.0% | +66.6% | -16.6% | -2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling