+614.5%
LULU vs DG
+551.9%
+62.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.4% |
| 7D | -20.4% | -6.3% | -14.1% | -18.8% |
| 30D | -22.9% | +2.4% | -25.3% | -23.7% |
| 3M | -18.5% | +12.4% | -31.0% | -22.0% |
| 6M | -41.8% | -14.9% | -26.9% | -39.0% |
| YTD | -53.4% | -6.1% | -47.3% | -52.8% |
| 1Y | -40.9% | +17.9% | -58.8% | -45.0% |
| 3Y | -75.6% | +3.1% | -78.7% | -77.8% |
| 5Y | -77.2% | -38.7% | -38.6% | -74.7% |
| 10Y | +49.5% | +99.6% | -50.1% | +4.0% |
| All | +614.5% | +551.9% | +62.5% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling