-33.3%
LULU vs VTR
+21.8%
-55.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.8% | +6.4% | -4.6% | +1.6% |
| 30D | +19.4% | +8.8% | +10.6% | +19.2% |
| 3M | -9.5% | -3.2% | -6.3% | -10.3% |
| 6M | -14.2% | +3.8% | -18.0% | -13.1% |
| YTD | -46.2% | +17.2% | -63.4% | -44.1% |
| 1Y | -33.3% | +21.7% | -55.0% | -31.1% |
| All | -33.3% | +21.8% | -55.1% | -31.1% |
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