-40.3%
LULU vs DKS
-38.6%
-1.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.6% |
| 7D | -1.6% | -2.0% | +0.4% | -1.2% |
| 30D | -18.1% | -32.7% | +14.6% | -9.7% |
| 3M | -18.8% | -38.8% | +20.0% | -7.7% |
| 6M | -39.2% | -29.4% | -9.8% | -34.4% |
| YTD | -52.4% | -30.3% | -22.1% | -48.3% |
| 1Y | -40.3% | -39.6% | -0.7% | -31.9% |
| All | -40.3% | -38.6% | -1.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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