-21.6%
VST vs LULU
-40.6%
+19.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.4% |
| 7D | +5.3% | -16.9% | +22.3% | +5.4% |
| 30D | +5.8% | -22.0% | +27.7% | +6.2% |
| 3M | +3.5% | -17.8% | +21.3% | +3.9% |
| 6M | -7.4% | -41.3% | +33.9% | -4.5% |
| YTD | -6.1% | -52.0% | +45.9% | -2.5% |
| 1Y | -21.6% | -39.8% | +18.2% | -16.5% |
| All | -21.6% | -40.6% | +19.0% | -16.5% |
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