+592.0%
LULU vs VO
+449.5%
+142.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -1.7% |
| 7D | -20.4% | -2.5% | -18.0% | -17.9% |
| 30D | -22.9% | -3.2% | -19.6% | -19.7% |
| 3M | -18.5% | +3.9% | -22.5% | -22.4% |
| 6M | -41.8% | +9.6% | -51.4% | -48.1% |
| YTD | -53.4% | +11.6% | -65.0% | -59.2% |
| 1Y | -40.9% | +12.6% | -53.5% | -48.7% |
| 3Y | -75.6% | +55.4% | -130.9% | -85.7% |
| 5Y | -77.2% | +41.8% | -119.1% | -84.7% |
| 10Y | +49.5% | +196.4% | -146.9% | -60.5% |
| All | +592.0% | +449.5% | +142.5% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling