-51.2%
LULU vs VRSK
-30.3%
-20.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.5% | -14.9% | -16.8% |
| 7D | -16.7% | -3.1% | -13.6% | -16.0% |
| 30D | -18.5% | -1.6% | -17.0% | -18.2% |
| 3M | -19.5% | +3.5% | -23.0% | -20.2% |
| 6M | -41.9% | -13.4% | -28.5% | -40.6% |
| YTD | -51.6% | -16.5% | -35.1% | -49.3% |
| 1Y | -51.2% | -30.6% | -20.6% | -48.2% |
| All | -51.2% | -30.3% | -20.9% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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