-76.7%
LULU vs VSH
+74.2%
-150.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -4.0% | +0.7% |
| 7D | -1.6% | +4.8% | -6.4% | -2.7% |
| 30D | -18.1% | -0.7% | -17.4% | -18.4% |
| 3M | -18.8% | -43.1% | +24.3% | -8.5% |
| 6M | -39.2% | +91.8% | -131.0% | -56.3% |
| YTD | -52.4% | +131.6% | -184.0% | -68.7% |
| 1Y | -40.3% | +118.1% | -158.4% | -60.2% |
| 3Y | -75.1% | +40.9% | -116.0% | -80.8% |
| All | -76.7% | +74.2% | -150.9% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling