+50.0%
LULU vs DVA
+187.8%
-137.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.4% |
| 30D | -18.1% | 0.0% | -18.1% | -18.2% |
| 3M | -18.8% | -10.9% | -7.8% | -17.3% |
| 6M | -39.2% | +17.3% | -56.5% | -42.4% |
| YTD | -52.4% | +59.8% | -112.2% | -58.7% |
| 1Y | -40.3% | +36.3% | -76.6% | -46.0% |
| 3Y | -75.1% | +88.6% | -163.7% | -79.7% |
| 5Y | -76.7% | +47.5% | -124.3% | -80.4% |
| All | +50.0% | +187.8% | -137.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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