+606.9%
LULU vs VTR
+479.2%
+127.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -18.1% | +1.1% | -19.2% | -18.4% |
| 3M | -18.8% | +7.9% | -26.7% | -21.7% |
| 6M | -39.2% | +6.2% | -45.4% | -41.5% |
| YTD | -52.4% | +17.7% | -70.1% | -56.4% |
| 1Y | -40.3% | +32.9% | -73.2% | -48.4% |
| 3Y | -75.1% | +129.7% | -204.8% | -83.8% |
| 5Y | -76.7% | +89.3% | -166.1% | -83.9% |
| 10Y | +52.7% | +99.1% | -46.4% | -14.7% |
| All | +606.9% | +479.2% | +127.7% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling