+50.0%
LULU vs DRI
+353.8%
-303.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.7% |
| 7D | -1.6% | -3.2% | +1.6% | -0.4% |
| 30D | -18.1% | -7.8% | -10.3% | -15.6% |
| 3M | -18.8% | +0.4% | -19.1% | -19.0% |
| 6M | -39.2% | +4.8% | -44.0% | -40.5% |
| YTD | -52.4% | +16.7% | -69.1% | -55.4% |
| 1Y | -40.3% | +1.5% | -41.8% | -41.3% |
| 3Y | -75.1% | +56.3% | -131.4% | -79.4% |
| 5Y | -76.7% | +66.4% | -143.2% | -81.4% |
| All | +50.0% | +353.8% | -303.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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