+50.0%
LULU vs VSH
+196.4%
-146.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -4.0% | +0.3% |
| 7D | -1.6% | +4.8% | -6.4% | -3.0% |
| 30D | -18.1% | -0.7% | -17.4% | -18.6% |
| 3M | -18.8% | -43.1% | +24.3% | -6.9% |
| 6M | -39.2% | +91.8% | -131.0% | -56.9% |
| YTD | -52.4% | +131.6% | -184.0% | -69.1% |
| 1Y | -40.3% | +118.1% | -158.4% | -60.8% |
| 3Y | -75.1% | +40.9% | -116.0% | -81.5% |
| 5Y | -76.7% | +75.8% | -152.5% | -84.6% |
| All | +50.0% | +196.4% | -146.4% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling