+47.5%
LULU vs DECK
+739.5%
-692.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.6% | -18.9% | -18.0% |
| 7D | -16.7% | -2.2% | -14.5% | -16.0% |
| 30D | -18.5% | -13.6% | -4.9% | -13.4% |
| 3M | -19.5% | -21.2% | +1.8% | -11.0% |
| 6M | -41.9% | -21.1% | -20.8% | -36.0% |
| YTD | -51.6% | -17.2% | -34.4% | -48.3% |
| 1Y | -51.2% | -30.7% | -20.4% | -44.3% |
| 3Y | -75.1% | -3.4% | -71.8% | -77.6% |
| 5Y | -74.1% | +25.5% | -99.6% | -80.2% |
| All | +47.5% | +739.5% | -692.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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