-74.2%
LULU vs VSXY
+37.5%
-111.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -18.1% | -18.7% | +0.6% | -15.1% |
| 3M | -18.8% | -4.0% | -14.8% | -18.7% |
| 6M | -39.2% | +67.5% | -106.7% | -47.5% |
| YTD | -52.4% | +39.7% | -92.0% | -57.6% |
| 1Y | -40.3% | +180.0% | -220.3% | -55.2% |
| 3Y | -75.1% | +337.3% | -412.4% | -84.6% |
| 5Y | -76.7% | +22.7% | -99.4% | -82.2% |
| All | -74.2% | +37.5% | -111.7% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling