-16.1%
LULU vs DECK
-15.8%
-0.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | +3.3% | +5.8% | -2.4% | -0.1% |
| 30D | +20.6% | +7.9% | +12.7% | +15.7% |
| 3M | -11.2% | -11.4% | +0.2% | -5.2% |
| 6M | -16.1% | -16.6% | +0.5% | -7.0% |
| All | -16.1% | -15.8% | -0.3% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling