-76.2%
LULU vs DOC
-21.4%
-54.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +3.3% | +6.5% | -3.2% | +0.9% |
| 30D | +20.6% | +9.2% | +11.4% | +16.8% |
| 3M | -11.2% | -2.5% | -8.7% | -10.3% |
| 6M | -16.1% | +7.1% | -23.2% | -18.2% |
| YTD | -46.7% | +33.0% | -79.7% | -52.4% |
| 1Y | -32.3% | +23.3% | -55.5% | -37.7% |
| 3Y | -72.8% | +44.9% | -117.8% | -77.6% |
| All | -76.2% | -21.4% | -54.8% | -73.6% |
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