-75.1%
LULU vs DOV
+37.0%
-112.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | -1.6% | -2.0% | +0.4% | -0.6% |
| 30D | -18.1% | -8.9% | -9.2% | -14.5% |
| 3M | -18.8% | -13.3% | -5.5% | -13.7% |
| 6M | -39.2% | -9.7% | -29.5% | -37.4% |
| YTD | -52.4% | -2.5% | -49.9% | -53.1% |
| 1Y | -40.3% | +7.2% | -47.5% | -44.5% |
| 3Y | -75.1% | +39.4% | -114.5% | -79.9% |
| All | -75.1% | +37.0% | -112.1% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling