-75.1%
LULU vs VSXY
+352.7%
-427.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -18.1% | -18.7% | +0.6% | -15.6% |
| 3M | -18.8% | -4.0% | -14.8% | -18.7% |
| 6M | -39.2% | +67.5% | -106.7% | -46.4% |
| YTD | -52.4% | +39.7% | -92.0% | -56.8% |
| 1Y | -40.3% | +180.0% | -220.3% | -53.7% |
| 3Y | -75.1% | +337.3% | -412.4% | -83.5% |
| All | -75.1% | +352.7% | -427.8% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling