-30.3%
LULU vs DG
+45.3%
-75.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.5% | -3.7% | +1.3% |
| 7D | +6.5% | +12.3% | -5.8% | +1.6% |
| 30D | +20.3% | +19.3% | +1.0% | +12.4% |
| 3M | -8.9% | +11.9% | -20.8% | -13.3% |
| 6M | -13.1% | +25.0% | -38.1% | -21.0% |
| YTD | -46.1% | +8.7% | -54.8% | -48.2% |
| 1Y | -30.3% | +44.7% | -74.9% | -38.2% |
| All | -30.3% | +45.3% | -75.5% | -38.2% |
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