+606.9%
LULU vs DTE
+566.8%
+40.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.8% |
| 7D | -1.6% | -2.6% | +0.9% | -0.3% |
| 30D | -18.1% | -4.4% | -13.7% | -16.2% |
| 3M | -18.8% | -8.3% | -10.4% | -15.2% |
| 6M | -39.2% | -8.1% | -31.1% | -37.1% |
| YTD | -52.4% | +4.4% | -56.8% | -54.0% |
| 1Y | -40.3% | +0.2% | -40.5% | -41.2% |
| 3Y | -75.1% | +42.6% | -117.7% | -80.4% |
| 5Y | -76.7% | +31.5% | -108.2% | -81.3% |
| 10Y | +52.7% | +138.2% | -85.5% | -23.8% |
| All | +606.9% | +566.8% | +40.1% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling