-51.2%
LULU vs DOC
+23.9%
-75.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.8% | -15.6% | -16.9% |
| 7D | -16.7% | -1.5% | -15.2% | -16.3% |
| 30D | -18.5% | -4.8% | -13.8% | -17.6% |
| 3M | -19.5% | +6.9% | -26.3% | -20.3% |
| 6M | -41.9% | +20.7% | -62.7% | -43.7% |
| YTD | -51.6% | +34.1% | -85.7% | -54.7% |
| 1Y | -51.2% | +22.6% | -73.8% | -51.4% |
| All | -51.2% | +23.9% | -75.1% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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