+612.3%
LULU vs DRI
+911.3%
-299.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.7% | -2.5% |
| 7D | -16.9% | -4.8% | -12.1% | -14.9% |
| 30D | -22.0% | -3.9% | -18.0% | -20.5% |
| 3M | -17.8% | +5.1% | -22.9% | -20.1% |
| 6M | -41.3% | +5.5% | -46.8% | -43.3% |
| YTD | -52.0% | +16.5% | -68.5% | -56.1% |
| 1Y | -39.8% | +2.0% | -41.8% | -41.5% |
| 3Y | -74.8% | +54.5% | -129.3% | -80.6% |
| 5Y | -76.3% | +66.6% | -142.9% | -82.6% |
| 10Y | +53.9% | +353.6% | -299.7% | -47.8% |
| All | +612.3% | +911.3% | -299.1% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling