+13.5%
LULU vs DOCU
+104.6%
-91.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | -4.8% | +9.1% | +5.9% |
| 30D | +19.1% | +9.4% | +9.7% | +15.7% |
| 3M | -12.5% | +29.0% | -41.5% | -20.0% |
| 6M | -14.2% | +62.3% | -76.5% | -27.5% |
| YTD | -45.8% | +13.7% | -59.5% | -49.4% |
| 1Y | -32.3% | +11.5% | -43.8% | -36.5% |
| 3Y | -72.3% | +94.2% | -166.5% | -78.4% |
| 5Y | -76.1% | -71.7% | -4.3% | -71.5% |
| All | +13.5% | +104.6% | -91.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling