-35.2%
LULU vs DOC
+22.2%
-57.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +3.2% | +4.3% | -1.1% | +1.8% |
| 30D | +16.8% | +9.2% | +7.6% | +13.6% |
| 3M | -13.6% | -0.8% | -12.8% | -13.8% |
| 6M | -15.9% | +7.1% | -23.0% | -17.2% |
| YTD | -46.9% | +34.0% | -80.9% | -50.9% |
| 1Y | -35.2% | +23.2% | -58.4% | -37.5% |
| All | -35.2% | +22.2% | -57.4% | -37.5% |
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