-51.2%
LULU vs VYM
+21.4%
-72.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.4% | -17.0% | -16.8% |
| 7D | -16.7% | 0.0% | -16.7% | -16.6% |
| 30D | -18.5% | -0.5% | -18.0% | -17.8% |
| 3M | -19.5% | +3.0% | -22.5% | -22.0% |
| 6M | -41.9% | +8.2% | -50.1% | -47.3% |
| YTD | -51.6% | +15.8% | -67.4% | -59.3% |
| 1Y | -51.2% | +20.8% | -72.0% | -62.2% |
| All | -51.2% | +21.4% | -72.6% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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