-51.2%
LULU vs VTR
+36.9%
-88.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -2.0% | -15.4% | -17.6% |
| 7D | -16.7% | -1.7% | -15.0% | -16.9% |
| 30D | -18.5% | -2.4% | -16.1% | -18.7% |
| 3M | -19.5% | +14.8% | -34.3% | -16.2% |
| 6M | -41.9% | +5.3% | -47.3% | -40.0% |
| YTD | -51.6% | +18.1% | -69.7% | -49.2% |
| 1Y | -51.2% | +36.7% | -87.9% | -47.7% |
| All | -51.2% | +36.9% | -88.1% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling