+489.2%
VALE vs LULU
+53.6%
+435.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -0.3% | -1.6% | +1.4% | +0.1% |
| 30D | +8.6% | -18.1% | +26.7% | +12.8% |
| 3M | +2.0% | -18.8% | +20.8% | +5.6% |
| 6M | +2.1% | -39.2% | +41.3% | +12.5% |
| YTD | +20.2% | -52.4% | +72.6% | +39.3% |
| 1Y | +55.2% | -40.3% | +95.5% | +69.4% |
| 3Y | +45.9% | -75.1% | +121.0% | +88.7% |
| 5Y | +41.4% | -76.7% | +118.1% | +79.4% |
| All | +489.2% | +53.6% | +435.6% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 10y: compounded portfolio wealth divided by compounded LULU 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…
10y analysis · Full analysis span regression · 6 months rolling