+66.6%
VT vs LULU
-73.2%
+139.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | +1.0% | -12.6% | +13.6% | +3.1% |
| 30D | -0.2% | -19.7% | +19.5% | +3.4% |
| 3M | +4.5% | -12.2% | +16.8% | +6.3% |
| 6M | +14.1% | -39.3% | +53.4% | +24.1% |
| YTD | +14.8% | -50.3% | +65.1% | +29.6% |
| 1Y | +21.2% | -38.6% | +59.8% | +30.5% |
| 3Y | +76.6% | -74.0% | +150.5% | +119.1% |
| 5Y | +66.6% | -72.9% | +139.5% | +94.4% |
| All | +66.6% | -73.2% | +139.8% | +94.4% |
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