-76.7%
LULU vs DGX
+66.8%
-143.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | -18.1% | -1.2% | -17.0% | -17.8% |
| 3M | -18.8% | +15.8% | -34.5% | -22.1% |
| 6M | -39.2% | +18.2% | -57.4% | -42.1% |
| YTD | -52.4% | +37.2% | -89.6% | -56.6% |
| 1Y | -40.3% | +30.4% | -70.7% | -44.9% |
| 3Y | -75.1% | +96.7% | -171.8% | -80.7% |
| All | -76.7% | +66.8% | -143.5% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling