+50.0%
LULU vs DTE
+137.8%
-87.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.6% |
| 7D | -1.6% | -2.6% | +0.9% | -0.8% |
| 30D | -18.1% | -4.4% | -13.7% | -17.0% |
| 3M | -18.8% | -8.3% | -10.4% | -16.6% |
| 6M | -39.2% | -8.1% | -31.1% | -37.9% |
| YTD | -52.4% | +4.4% | -56.8% | -53.4% |
| 1Y | -40.3% | +0.2% | -40.5% | -40.8% |
| 3Y | -75.1% | +42.6% | -117.7% | -78.8% |
| 5Y | -76.7% | +31.5% | -108.2% | -79.8% |
| All | +50.0% | +137.8% | -87.9% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling