+606.0%
LULU vs VT
+357.8%
+248.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.1% |
| 7D | -6.5% | +2.9% | -9.4% | -9.6% |
| 30D | +10.7% | -2.5% | +13.2% | +13.7% |
| 3M | -13.6% | -3.3% | -10.2% | -10.4% |
| 6M | -16.5% | +1.5% | -18.1% | -18.4% |
| YTD | -49.7% | +11.4% | -61.1% | -55.7% |
| 1Y | -38.9% | +11.9% | -50.8% | -46.5% |
| 3Y | -74.7% | +73.9% | -148.6% | -86.5% |
| 5Y | -76.9% | +57.9% | -134.8% | -85.8% |
| 10Y | +80.6% | +222.6% | -142.0% | -48.5% |
| All | +606.0% | +357.8% | +248.2% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling