-49.4%
VG vs LULU
-71.7%
+22.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +1.6% |
| 7D | -7.7% | +3.2% | -10.9% | -7.6% |
| 30D | -8.8% | +16.8% | -25.6% | -8.6% |
| 3M | -15.6% | -13.6% | -2.0% | -15.2% |
| 6M | +5.2% | -15.9% | +21.1% | +6.5% |
| YTD | +76.9% | -46.9% | +123.8% | +91.7% |
| 1Y | +42.5% | -35.2% | +77.7% | +46.7% |
| All | -49.4% | -71.7% | +22.3% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling