-76.7%
LULU vs DVA
+46.8%
-123.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.7% |
| 6M | -39.2% | +17.3% | -56.5% | -41.6% |
| YTD | -52.4% | +59.8% | -112.2% | -57.4% |
| 1Y | -40.3% | +36.3% | -76.6% | -44.6% |
| 3Y | -75.1% | +88.6% | -163.7% | -78.5% |
| All | -76.7% | +46.8% | -123.5% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling