-76.7%
LULU vs DD
+56.1%
-132.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.3% |
| 7D | -1.6% | -3.5% | +1.9% | +0.1% |
| 30D | -18.1% | -11.7% | -6.5% | -13.2% |
| 3M | -18.8% | -9.2% | -9.5% | -15.4% |
| 6M | -39.2% | -7.2% | -32.0% | -38.0% |
| YTD | -52.4% | +6.6% | -59.0% | -55.0% |
| 1Y | -40.3% | +32.0% | -72.3% | -50.1% |
| 3Y | -75.1% | +42.1% | -117.2% | -80.5% |
| All | -76.7% | +56.1% | -132.8% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling