+191.2%
VLO vs LULU
-75.6%
+266.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +4.0% | -20.4% | +24.4% | +5.5% |
| 30D | +19.0% | -22.9% | +41.9% | +20.9% |
| 3M | +50.0% | -18.5% | +68.5% | +51.6% |
| 6M | +79.1% | -41.8% | +120.9% | +86.2% |
| YTD | +140.3% | -53.4% | +193.7% | +156.4% |
| 1Y | +148.3% | -40.9% | +189.2% | +155.0% |
| All | +191.2% | -75.6% | +266.7% | +219.2% |
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 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