-33.3%
LULU vs DTE
+4.1%
-37.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | -0.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | +19.4% | +5.2% | +14.2% | +19.6% |
| 3M | -9.5% | -2.5% | -7.0% | -10.0% |
| 6M | -14.2% | -4.4% | -9.8% | -14.1% |
| YTD | -46.2% | +7.2% | -53.4% | -46.9% |
| 1Y | -33.3% | +4.1% | -37.4% | -33.4% |
| All | -33.3% | +4.1% | -37.4% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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