-30.3%
LULU vs VLTO
+18.3%
-48.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | +6.5% | +13.8% | -7.3% | -0.3% |
| 30D | +20.3% | +21.2% | -0.9% | +9.2% |
| 3M | -8.9% | +21.5% | -30.4% | -17.3% |
| 6M | -13.1% | +33.0% | -46.1% | -24.5% |
| YTD | -46.1% | +17.8% | -63.9% | -50.1% |
| 1Y | -30.3% | +18.1% | -48.4% | -35.4% |
| All | -30.3% | +18.3% | -48.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling