+592.0%
LULU vs DOV
+710.8%
-118.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.4% |
| 7D | -20.4% | -1.9% | -18.5% | -19.4% |
| 30D | -22.9% | -9.9% | -13.0% | -17.2% |
| 3M | -18.5% | -12.1% | -6.4% | -11.8% |
| 6M | -41.8% | -10.4% | -31.4% | -38.6% |
| YTD | -53.4% | -3.3% | -50.1% | -53.5% |
| 1Y | -40.9% | +7.8% | -48.7% | -45.7% |
| 3Y | -75.6% | +36.3% | -111.9% | -81.5% |
| 5Y | -77.2% | +14.8% | -92.0% | -80.7% |
| 10Y | +49.5% | +294.0% | -244.5% | -55.2% |
| All | +592.0% | +710.8% | -118.8% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling