+53.9%
LULU vs VT
+222.7%
-168.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.7% | -2.6% |
| 7D | -16.9% | -0.1% | -16.8% | -16.8% |
| 30D | -22.0% | -0.7% | -21.3% | -21.4% |
| 3M | -17.8% | +4.0% | -21.8% | -22.1% |
| 6M | -41.3% | +12.3% | -53.5% | -49.2% |
| YTD | -52.0% | +14.0% | -66.0% | -59.2% |
| 1Y | -39.8% | +20.3% | -60.1% | -52.0% |
| 3Y | -74.8% | +75.4% | -150.3% | -87.2% |
| 5Y | -76.3% | +66.0% | -142.3% | -86.9% |
| 10Y | +53.9% | +228.2% | -174.3% | -58.3% |
| All | +53.9% | +222.7% | -168.8% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling