-75.1%
LULU vs VFC
-25.2%
-49.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +1.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -18.1% | -9.0% | -9.1% | -16.2% |
| 3M | -18.8% | -24.2% | +5.4% | -13.4% |
| 6M | -39.2% | -18.5% | -20.7% | -36.3% |
| YTD | -52.4% | -25.9% | -26.5% | -49.0% |
| 1Y | -40.3% | -13.0% | -27.3% | -38.8% |
| 3Y | -75.1% | -20.3% | -54.8% | -76.1% |
| All | -75.1% | -25.2% | -49.9% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling