-76.9%
LULU vs DOC
-22.3%
-54.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.3% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +10.7% | +6.6% | +4.1% | +8.2% |
| 3M | -13.6% | -1.1% | -12.5% | -13.2% |
| 6M | -16.5% | +4.8% | -21.3% | -17.9% |
| YTD | -49.7% | +32.1% | -81.8% | -55.0% |
| 1Y | -38.9% | +21.9% | -60.7% | -43.6% |
| 3Y | -74.7% | +51.4% | -126.2% | -79.6% |
| 5Y | -76.9% | -21.2% | -55.8% | -74.3% |
| All | -76.9% | -22.3% | -54.6% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling