+606.9%
LULU vs VNQ
+216.2%
+390.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +1.6% |
| 7D | -1.6% | -1.3% | -0.4% | -0.7% |
| 30D | -18.1% | -2.6% | -15.5% | -16.4% |
| 3M | -18.8% | -2.0% | -16.7% | -17.4% |
| 6M | -39.2% | +4.3% | -43.5% | -41.2% |
| YTD | -52.4% | +9.2% | -61.6% | -55.5% |
| 1Y | -40.3% | +5.6% | -45.9% | -42.7% |
| 3Y | -75.1% | +30.8% | -105.9% | -79.9% |
| 5Y | -76.7% | +8.0% | -84.7% | -78.3% |
| 10Y | +52.7% | +63.7% | -11.0% | +1.4% |
| All | +606.9% | +216.2% | +390.7% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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