-40.3%
LULU vs VO
+13.3%
-53.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.1% |
| 7D | -1.6% | -1.5% | -0.1% | +0.4% |
| 30D | -18.1% | -3.0% | -15.1% | -14.7% |
| 3M | -18.8% | +2.8% | -21.6% | -22.3% |
| 6M | -39.2% | +10.9% | -50.1% | -48.2% |
| YTD | -52.4% | +12.5% | -64.8% | -59.9% |
| 1Y | -40.3% | +12.0% | -52.3% | -49.4% |
| All | -40.3% | +13.3% | -53.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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