-76.1%
LULU vs VRSK
-5.8%
-70.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.1% | -4.8% | -1.3% |
| 7D | -0.3% | +0.7% | -1.0% | -0.8% |
| 30D | -16.1% | +3.0% | -19.1% | -17.2% |
| 3M | -15.6% | +2.0% | -17.6% | -16.8% |
| 6M | -36.4% | -6.8% | -29.6% | -35.1% |
| YTD | -51.7% | -15.9% | -35.8% | -48.3% |
| 1Y | -37.3% | -28.0% | -9.2% | -27.2% |
| 3Y | -74.2% | -23.3% | -50.9% | -72.7% |
| 5Y | -76.1% | -6.0% | -70.1% | -78.9% |
| All | -76.1% | -5.8% | -70.4% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling