+606.9%
LULU vs VEU
+159.4%
+447.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.1% |
| 7D | -1.6% | -1.4% | -0.2% | -0.2% |
| 30D | -18.1% | -0.4% | -17.7% | -17.9% |
| 3M | -18.8% | +2.5% | -21.3% | -21.5% |
| 6M | -39.2% | +11.1% | -50.4% | -45.8% |
| YTD | -52.4% | +16.5% | -68.9% | -59.5% |
| 1Y | -40.3% | +22.9% | -63.2% | -51.9% |
| 3Y | -75.1% | +73.4% | -148.5% | -85.7% |
| 5Y | -76.7% | +56.1% | -132.8% | -85.0% |
| 10Y | +52.7% | +153.0% | -100.3% | -37.7% |
| All | +606.9% | +159.4% | +447.5% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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