+691.4%
LULU vs DOC
+150.5%
+540.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +3.3% | +6.5% | -3.2% | +0.2% |
| 30D | +20.6% | +9.2% | +11.4% | +15.6% |
| 3M | -11.2% | -2.5% | -8.7% | -9.9% |
| 6M | -16.1% | +7.1% | -23.2% | -19.0% |
| YTD | -46.7% | +33.0% | -79.7% | -54.5% |
| 1Y | -32.3% | +23.3% | -55.5% | -40.0% |
| 3Y | -72.8% | +44.9% | -117.8% | -78.5% |
| 5Y | -76.3% | -21.6% | -54.7% | -74.8% |
| 10Y | +98.4% | +17.4% | +81.1% | +53.1% |
| All | +691.4% | +150.5% | +540.9% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling