+592.0%
LULU vs VFC
+4.7%
+587.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.1% |
| 7D | -20.4% | -3.3% | -17.2% | -19.3% |
| 30D | -22.9% | -14.0% | -8.9% | -17.0% |
| 3M | -18.5% | -22.6% | +4.0% | -9.2% |
| 6M | -41.8% | -24.7% | -17.1% | -34.4% |
| YTD | -53.4% | -29.0% | -24.4% | -46.2% |
| 1Y | -40.9% | -13.8% | -27.1% | -39.4% |
| 3Y | -75.6% | -28.2% | -47.3% | -78.8% |
| 5Y | -77.2% | -79.0% | +1.8% | -58.1% |
| 10Y | +49.5% | -69.2% | +118.7% | +65.8% |
| All | +592.0% | +4.7% | +587.3% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling