+636.3%
VTI vs LULU
+691.8%
-55.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.6% |
| 30D | -1.4% | -18.1% | +16.7% | +2.2% |
| 3M | +3.6% | -18.8% | +22.4% | +7.3% |
| 6M | +13.6% | -39.2% | +52.8% | +24.4% |
| YTD | +12.9% | -52.4% | +65.3% | +29.8% |
| 1Y | +17.2% | -40.3% | +57.5% | +27.8% |
| 3Y | +75.7% | -75.1% | +150.8% | +122.3% |
| 5Y | +75.4% | -76.7% | +152.2% | +120.0% |
| 10Y | +303.3% | +52.7% | +250.6% | +232.3% |
| All | +636.3% | +691.8% | -55.4% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling