-40.3%
LULU vs VLTO
-11.2%
-29.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.8% |
| 7D | -1.6% | -2.3% | +0.7% | -0.4% |
| 30D | -18.1% | -2.7% | -15.5% | -16.8% |
| 3M | -18.8% | +14.0% | -32.8% | -23.3% |
| 6M | -39.2% | +3.3% | -42.5% | -40.1% |
| YTD | -52.4% | -5.4% | -47.0% | -50.7% |
| 1Y | -40.3% | -13.3% | -27.0% | -35.0% |
| All | -40.3% | -11.2% | -29.1% | -35.0% |
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