+606.9%
LULU vs VTRS
+26.9%
+580.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | -1.6% | -2.2% | +0.6% | -0.9% |
| 30D | -18.1% | +3.3% | -21.4% | -19.0% |
| 3M | -18.8% | +2.0% | -20.8% | -19.5% |
| 6M | -39.2% | +19.9% | -59.1% | -43.0% |
| YTD | -52.4% | +35.7% | -88.1% | -57.2% |
| 1Y | -40.3% | +68.1% | -108.4% | -50.1% |
| 3Y | -75.1% | +87.1% | -162.2% | -80.5% |
| 5Y | -76.7% | +47.6% | -124.4% | -81.0% |
| 10Y | +52.7% | -48.2% | +100.9% | +59.5% |
| All | +606.9% | +26.9% | +580.0% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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