+592.0%
LULU vs VIG
+525.6%
+66.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.4% | -2.2% |
| 7D | -20.4% | -2.2% | -18.2% | -17.8% |
| 30D | -22.9% | -3.2% | -19.7% | -19.1% |
| 3M | -18.5% | +3.0% | -21.6% | -21.7% |
| 6M | -41.8% | +8.1% | -49.9% | -47.6% |
| YTD | -53.4% | +9.1% | -62.4% | -58.4% |
| 1Y | -40.9% | +12.6% | -53.5% | -49.5% |
| 3Y | -75.6% | +55.4% | -130.9% | -86.5% |
| 5Y | -77.2% | +62.8% | -140.0% | -87.9% |
| 10Y | +49.5% | +246.6% | -197.1% | -73.6% |
| All | +592.0% | +525.6% | +66.4% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling