+1,011.7%
VLO vs LULU
+725.5%
+286.2%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +2.6% |
| 7D | +5.8% | -12.6% | +18.3% | +8.8% |
| 30D | +28.3% | -19.7% | +48.1% | +34.6% |
| 3M | +48.7% | -12.2% | +61.0% | +51.8% |
| 6M | +71.9% | -39.3% | +111.3% | +90.2% |
| YTD | +138.7% | -50.3% | +189.0% | +176.5% |
| 1Y | +148.5% | -38.6% | +187.1% | +170.4% |
| 3Y | +192.7% | -74.0% | +266.6% | +280.1% |
| 5Y | +601.6% | -72.9% | +674.5% | +761.1% |
| 10Y | +900.2% | +56.2% | +844.0% | +611.5% |
| All | +1,011.7% | +725.5% | +286.2% | +226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling