+50.0%
LULU vs VCLT
+17.1%
+32.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -1.4% | -0.3% | -0.8% |
| 30D | -18.1% | -1.2% | -16.9% | -17.5% |
| 3M | -18.8% | -4.8% | -14.0% | -16.3% |
| 6M | -39.2% | -2.6% | -36.6% | -38.1% |
| YTD | -52.4% | -3.3% | -49.0% | -51.3% |
| 1Y | -40.3% | -4.8% | -35.5% | -38.4% |
| 3Y | -75.1% | +11.5% | -86.6% | -76.8% |
| 5Y | -76.7% | -17.0% | -59.8% | -74.6% |
| All | +50.0% | +17.1% | +32.9% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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