+33.8%
VWO vs LULU
-76.9%
+110.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -1.8% | -1.6% | -0.1% | -1.6% |
| 30D | -0.1% | -18.1% | +18.0% | +2.4% |
| 3M | +2.2% | -18.8% | +21.0% | +4.7% |
| 6M | +8.8% | -39.2% | +48.0% | +16.2% |
| YTD | +12.4% | -52.4% | +64.8% | +24.4% |
| 1Y | +15.6% | -40.3% | +55.9% | +23.0% |
| 3Y | +62.5% | -75.1% | +137.6% | +93.5% |
| All | +33.8% | -76.9% | +110.7% | +51.0% |
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 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