-73.1%
LULU vs VLTO
+25.1%
-98.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -2.9% |
| 7D | -16.9% | -2.6% | -14.4% | -15.6% |
| 30D | -22.0% | -2.5% | -19.5% | -20.8% |
| 3M | -17.8% | +10.1% | -27.9% | -22.0% |
| 6M | -41.3% | +1.0% | -42.3% | -41.7% |
| YTD | -52.0% | -4.8% | -47.2% | -50.9% |
| 1Y | -39.8% | -9.3% | -30.5% | -36.7% |
| All | -73.1% | +25.1% | -98.1% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling