-76.7%
LULU vs VMC
+47.0%
-123.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | -1.6% | -3.8% | +2.1% | +0.4% |
| 30D | -18.1% | -9.7% | -8.4% | -13.6% |
| 3M | -18.8% | -9.6% | -9.1% | -14.7% |
| 6M | -39.2% | -4.8% | -34.4% | -38.3% |
| YTD | -52.4% | -10.9% | -41.5% | -50.3% |
| 1Y | -40.3% | -15.6% | -24.7% | -35.9% |
| 3Y | -75.1% | +19.3% | -94.4% | -79.2% |
| All | -76.7% | +47.0% | -123.7% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling