-38.0%
VG vs LULU
-73.5%
+35.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.4% | +2.1% |
| 7D | -2.5% | -12.6% | +10.0% | -2.4% |
| 30D | +11.1% | -19.7% | +30.8% | +11.3% |
| 3M | +14.9% | -12.2% | +27.1% | +15.0% |
| 6M | +18.4% | -39.3% | +57.7% | +22.6% |
| YTD | +116.6% | -50.3% | +166.9% | +134.1% |
| 1Y | +9.4% | -38.6% | +48.0% | +12.2% |
| All | -38.0% | -73.5% | +35.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling