-76.7%
LULU vs VIG
+63.0%
-139.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.1% |
| 7D | -1.6% | -1.1% | -0.6% | 0.0% |
| 30D | -18.1% | -2.7% | -15.4% | -14.5% |
| 3M | -18.8% | +2.5% | -21.3% | -21.5% |
| 6M | -39.2% | +9.2% | -48.4% | -46.4% |
| YTD | -52.4% | +9.8% | -62.2% | -58.2% |
| 1Y | -40.3% | +12.4% | -52.7% | -49.4% |
| 3Y | -75.1% | +55.9% | -131.0% | -87.0% |
| All | -76.7% | +63.0% | -139.7% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling