+646.4%
LULU vs VCLT
+100.6%
+545.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | -1.4% | -0.3% | -1.2% |
| 30D | -18.1% | -1.2% | -16.9% | -17.8% |
| 3M | -18.8% | -4.8% | -14.0% | -17.6% |
| 6M | -39.2% | -2.6% | -36.6% | -38.7% |
| YTD | -52.4% | -3.3% | -49.0% | -51.9% |
| 1Y | -40.3% | -4.8% | -35.5% | -39.4% |
| 3Y | -75.1% | +11.5% | -86.6% | -75.8% |
| 5Y | -76.7% | -17.0% | -59.8% | -76.6% |
| 10Y | +52.7% | +16.7% | +36.0% | +65.2% |
| All | +646.4% | +100.6% | +545.7% | +1,164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling