+691.4%
LULU vs DECK
+1,460.8%
-769.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | +3.3% | +5.8% | -2.4% | +0.8% |
| 30D | +20.6% | +7.9% | +12.7% | +16.7% |
| 3M | -11.2% | -11.4% | +0.2% | -6.4% |
| 6M | -16.1% | -16.6% | +0.5% | -9.5% |
| YTD | -46.7% | -16.4% | -30.3% | -43.3% |
| 1Y | -32.3% | +8.6% | -40.9% | -36.1% |
| 3Y | -72.8% | -15.1% | -57.7% | -73.6% |
| 5Y | -76.3% | +22.9% | -99.2% | -81.1% |
| 10Y | +98.4% | +895.7% | -797.3% | -43.8% |
| All | +691.4% | +1,460.8% | -769.4% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling