-6.4%
VST vs LULU
-15.0%
+8.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -0.9% |
| 7D | +6.6% | -4.6% | +11.2% | +5.6% |
| 30D | -12.4% | +12.3% | -24.7% | -10.6% |
| 3M | -9.0% | -11.6% | +2.6% | -9.4% |
| 6M | -6.4% | -12.8% | +6.4% | -4.0% |
| All | -6.4% | -15.0% | +8.6% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling