-51.2%
LULU vs DGX
+33.7%
-84.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.9% | -16.4% | -17.2% |
| 7D | -16.7% | -2.3% | -14.4% | -16.3% |
| 30D | -18.5% | +0.6% | -19.1% | -18.6% |
| 3M | -19.5% | +21.4% | -40.9% | -22.2% |
| 6M | -41.9% | +14.7% | -56.6% | -43.5% |
| YTD | -51.6% | +38.4% | -90.0% | -53.2% |
| 1Y | -51.2% | +34.0% | -85.2% | -53.0% |
| All | -51.2% | +33.7% | -84.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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