+592.0%
LULU vs VSH
+204.0%
+388.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | -20.4% | +3.1% | -23.5% | -21.8% |
| 30D | -22.9% | -5.7% | -17.2% | -21.9% |
| 3M | -18.5% | -42.5% | +23.9% | -4.2% |
| 6M | -41.8% | +82.7% | -124.5% | -60.4% |
| YTD | -53.4% | +118.2% | -171.6% | -71.3% |
| 1Y | -40.9% | +109.7% | -150.6% | -63.4% |
| 3Y | -75.6% | +35.3% | -110.8% | -82.8% |
| 5Y | -77.2% | +65.6% | -142.8% | -85.7% |
| 10Y | +49.5% | +176.8% | -127.3% | -34.9% |
| All | +592.0% | +204.0% | +388.0% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling