+592.0%
LULU vs DD
+182.6%
+409.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.6% |
| 7D | -20.4% | -2.9% | -17.5% | -19.3% |
| 30D | -22.9% | -11.5% | -11.4% | -18.2% |
| 3M | -18.5% | -5.4% | -13.1% | -16.8% |
| 6M | -41.8% | -6.9% | -34.9% | -40.6% |
| YTD | -53.4% | +6.9% | -60.3% | -55.7% |
| 1Y | -40.9% | +35.6% | -76.5% | -50.6% |
| 3Y | -75.6% | +42.5% | -118.1% | -80.6% |
| 5Y | -77.2% | +58.5% | -135.7% | -83.1% |
| 10Y | +49.5% | +65.7% | -16.2% | -3.6% |
| All | +592.0% | +182.6% | +409.4% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling