-76.9%
LULU vs DECK
+19.2%
-96.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -0.8% |
| 7D | -6.5% | -3.7% | -2.9% | -5.0% |
| 30D | +10.7% | +0.6% | +10.1% | +10.5% |
| 3M | -13.6% | -7.3% | -6.3% | -10.8% |
| 6M | -16.5% | -10.9% | -5.6% | -12.5% |
| YTD | -49.7% | -18.5% | -31.3% | -45.9% |
| 1Y | -38.9% | +0.2% | -39.0% | -40.2% |
| 3Y | -74.7% | -19.8% | -54.9% | -76.2% |
| 5Y | -76.9% | +18.7% | -95.6% | -84.3% |
| All | -76.9% | +19.2% | -96.1% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling