+592.0%
LULU vs VSAT
+154.2%
+437.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.4% | -3.4% |
| 7D | -20.4% | +3.4% | -23.9% | -21.3% |
| 30D | -22.9% | -12.2% | -10.6% | -21.0% |
| 3M | -18.5% | +20.6% | -39.2% | -24.9% |
| 6M | -41.8% | +60.2% | -102.0% | -51.1% |
| YTD | -53.4% | +115.3% | -168.6% | -64.5% |
| 1Y | -40.9% | +154.6% | -195.5% | -57.9% |
| 3Y | -75.6% | +211.2% | -286.7% | -86.8% |
| 5Y | -77.2% | +52.7% | -129.9% | -86.3% |
| 10Y | +49.5% | +2.9% | +46.6% | -9.7% |
| All | +592.0% | +154.2% | +437.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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