-51.2%
LULU vs VMC
-8.5%
-42.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.9% | -18.3% | -17.7% |
| 7D | -16.7% | -4.3% | -12.4% | -15.5% |
| 30D | -18.5% | -8.2% | -10.3% | -16.2% |
| 3M | -19.5% | -7.0% | -12.4% | -17.9% |
| 6M | -41.9% | -10.8% | -31.2% | -40.5% |
| YTD | -51.6% | -7.4% | -44.2% | -50.9% |
| 1Y | -51.2% | -9.5% | -41.7% | -50.5% |
| All | -51.2% | -8.5% | -42.7% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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