-51.2%
LULU vs DG
+23.4%
-74.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.5% | -18.9% | -17.9% |
| 7D | -16.7% | +8.4% | -25.1% | -19.3% |
| 30D | -18.5% | +4.9% | -23.5% | -20.2% |
| 3M | -19.5% | +29.3% | -48.8% | -26.6% |
| 6M | -41.9% | -11.3% | -30.7% | -40.8% |
| YTD | -51.6% | +1.8% | -53.3% | -52.4% |
| 1Y | -51.2% | +25.3% | -76.5% | -55.4% |
| All | -51.2% | +23.4% | -74.6% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling