+50.0%
LULU vs DGX
+255.3%
-205.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.5% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -18.1% | -1.2% | -17.0% | -17.7% |
| 3M | -18.8% | +15.8% | -34.5% | -23.4% |
| 6M | -39.2% | +18.2% | -57.4% | -43.2% |
| YTD | -52.4% | +37.2% | -89.6% | -58.3% |
| 1Y | -40.3% | +30.4% | -70.7% | -46.7% |
| 3Y | -75.1% | +96.7% | -171.8% | -81.9% |
| 5Y | -76.7% | +67.2% | -143.9% | -82.1% |
| All | +50.0% | +255.3% | -205.4% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling