+80.6%
VTV vs LULU
-76.9%
+157.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.4% |
| 7D | -1.1% | -1.6% | +0.5% | -0.9% |
| 30D | -1.0% | -18.1% | +17.1% | +1.4% |
| 3M | +4.6% | -18.8% | +23.4% | +7.1% |
| 6M | +13.5% | -39.2% | +52.7% | +20.6% |
| YTD | +18.5% | -52.4% | +70.9% | +30.3% |
| 1Y | +22.9% | -40.3% | +63.2% | +30.2% |
| 3Y | +67.8% | -75.1% | +142.9% | +97.7% |
| All | +80.6% | -76.9% | +157.5% | +106.2% |
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