+50.0%
LULU vs DG
+101.8%
-51.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.7% |
| 7D | -1.6% | -6.5% | +4.8% | +0.6% |
| 30D | -18.1% | +4.2% | -22.3% | -19.5% |
| 3M | -18.8% | +9.5% | -28.3% | -21.5% |
| 6M | -39.2% | -13.1% | -26.1% | -36.8% |
| YTD | -52.4% | -4.8% | -47.5% | -52.0% |
| 1Y | -40.3% | +20.6% | -60.9% | -44.8% |
| 3Y | -75.1% | +4.9% | -80.0% | -77.6% |
| 5Y | -76.7% | -37.9% | -38.9% | -73.4% |
| All | +50.0% | +101.8% | -51.8% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling