+592.0%
LULU vs VMC
+222.8%
+369.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | -20.4% | -3.7% | -16.7% | -19.0% |
| 30D | -22.9% | -12.8% | -10.1% | -17.5% |
| 3M | -18.5% | -7.9% | -10.6% | -15.5% |
| 6M | -41.8% | -7.5% | -34.3% | -40.0% |
| YTD | -53.4% | -11.6% | -41.7% | -51.1% |
| 1Y | -40.9% | -14.3% | -26.6% | -37.2% |
| 3Y | -75.6% | +18.5% | -94.1% | -78.4% |
| 5Y | -77.2% | +46.8% | -124.0% | -82.1% |
| 10Y | +49.5% | +153.2% | -103.7% | -21.7% |
| All | +592.0% | +222.8% | +369.2% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling