-72.1%
LULU vs VLTO
+26.2%
-98.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.0% |
| 7D | -12.6% | -1.6% | -11.0% | -11.6% |
| 30D | -19.7% | -2.9% | -16.9% | -18.4% |
| 3M | -12.2% | +12.7% | -24.9% | -17.6% |
| 6M | -39.3% | +1.6% | -40.9% | -40.0% |
| YTD | -50.3% | -4.0% | -46.4% | -49.4% |
| 1Y | -38.6% | -10.2% | -28.5% | -35.1% |
| All | -72.1% | +26.2% | -98.3% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling