-75.1%
LULU vs VYM
+65.1%
-140.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.3% |
| 7D | -1.6% | -0.8% | -0.8% | -0.6% |
| 30D | -18.1% | -2.2% | -15.9% | -15.6% |
| 3M | -18.8% | +3.1% | -21.8% | -21.6% |
| 6M | -39.2% | +9.7% | -48.9% | -45.7% |
| YTD | -52.4% | +14.9% | -67.3% | -59.7% |
| 1Y | -40.3% | +17.6% | -57.9% | -51.0% |
| 3Y | -75.1% | +65.3% | -140.4% | -86.6% |
| All | -75.1% | +65.1% | -140.2% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling