+121.3%
VWO vs LULU
+691.8%
-570.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -1.8% | -1.6% | -0.1% | -1.4% |
| 30D | -0.1% | -18.1% | +18.0% | +3.9% |
| 3M | +2.2% | -18.8% | +21.0% | +6.1% |
| 6M | +8.8% | -39.2% | +48.0% | +20.1% |
| YTD | +12.4% | -52.4% | +64.8% | +30.8% |
| 1Y | +15.6% | -40.3% | +55.9% | +26.9% |
| 3Y | +62.5% | -75.1% | +137.6% | +109.3% |
| 5Y | +34.3% | -76.7% | +111.0% | +69.9% |
| 10Y | +114.8% | +52.7% | +62.0% | +58.9% |
| All | +121.3% | +691.8% | -570.5% | -31.9% |
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