+123.4%
VRT vs LULU
-49.9%
+173.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -17.4% | +21.7% | +3.1% |
| 7D | +9.1% | -16.7% | +25.8% | +7.9% |
| 30D | +0.9% | -18.5% | +19.5% | -0.1% |
| 3M | -13.4% | -19.5% | +6.1% | -13.2% |
| 6M | +11.7% | -41.9% | +53.6% | +14.1% |
| YTD | +73.2% | -51.6% | +124.8% | +79.8% |
| 1Y | +123.4% | -51.2% | +174.6% | +128.5% |
| All | +123.4% | -49.9% | +173.3% | +128.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling