-39.2%
LULU vs VSXY
+61.1%
-100.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +2.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -18.1% | -18.7% | +0.6% | -17.4% |
| 3M | -18.8% | -4.0% | -14.8% | -18.5% |
| 6M | -39.2% | +67.5% | -106.7% | -45.9% |
| All | -39.2% | +61.1% | -100.3% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling