-30.3%
LULU vs VSH
+62.1%
-92.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -5.1% | +9.8% | +4.6% |
| 7D | +6.5% | -13.6% | +20.1% | +6.0% |
| 30D | +20.3% | -30.4% | +50.7% | +19.2% |
| 3M | -8.9% | -33.3% | +24.4% | -9.4% |
| 6M | -13.1% | -15.1% | +1.9% | -16.0% |
| YTD | -46.1% | +80.2% | -126.3% | -52.0% |
| 1Y | -30.3% | +63.4% | -93.6% | -37.3% |
| All | -30.3% | +62.1% | -92.3% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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