-51.2%
LULU vs VLTO
-8.3%
-42.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.6% | -15.8% | -16.5% |
| 7D | -16.7% | -2.3% | -14.4% | -15.6% |
| 30D | -18.5% | -0.9% | -17.7% | -18.0% |
| 3M | -19.5% | +13.8% | -33.3% | -24.5% |
| 6M | -41.9% | +2.0% | -43.9% | -42.4% |
| YTD | -51.6% | -3.2% | -48.4% | -50.4% |
| 1Y | -51.2% | -9.2% | -42.0% | -47.3% |
| All | -51.2% | -8.3% | -42.9% | -47.3% |
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