+916.4%
VRT vs LULU
-77.2%
+993.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -4.6% |
| 7D | -7.7% | -20.4% | +12.7% | -1.1% |
| 30D | -12.0% | -22.9% | +10.9% | -5.0% |
| 3M | -11.7% | -18.5% | +6.9% | -7.6% |
| 6M | -8.1% | -41.8% | +33.7% | +8.7% |
| YTD | +53.2% | -53.4% | +106.6% | +97.2% |
| 1Y | +81.7% | -40.9% | +122.6% | +107.6% |
| 3Y | +535.3% | -75.6% | +610.8% | +911.9% |
| 5Y | +916.4% | -77.2% | +993.6% | +1,393.9% |
| All | +916.4% | -77.2% | +993.5% | +1,393.9% |
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