-30.3%
LULU vs DOV
+21.2%
-51.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | +6.5% | +2.2% | +4.3% | +5.9% |
| 30D | +20.3% | +11.2% | +9.1% | +17.2% |
| 3M | -8.9% | +1.6% | -10.5% | -9.1% |
| 6M | -13.1% | -3.2% | -9.9% | -13.0% |
| YTD | -46.1% | +9.7% | -55.8% | -49.7% |
| 1Y | -30.3% | +20.5% | -50.8% | -42.2% |
| All | -30.3% | +21.2% | -51.5% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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