-76.7%
LULU vs DINO
+326.7%
-403.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +2.3% | -3.9% | -2.0% |
| 30D | -18.1% | +22.6% | -40.8% | -20.5% |
| 3M | -18.8% | +55.2% | -74.0% | -24.1% |
| 6M | -39.2% | +93.8% | -133.0% | -45.7% |
| YTD | -52.4% | +139.5% | -191.9% | -59.5% |
| 1Y | -40.3% | +115.3% | -155.6% | -48.2% |
| 3Y | -75.1% | +98.8% | -173.9% | -79.0% |
| All | -76.7% | +326.7% | -403.4% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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