FAST VBA based vlookup equivalent

Question

Trying to copy the function of vlookup in VBA, the best I can come up with is this:

Function VBALOOKUP(LUcell As Variant, LUArray As Range, LUColi As Long, OutColi As Long) As Variant
    Dim Y() As Variant
    Dim X As Long
    'cycle through each cell in range and check if = to lookup cell then return value with same index in outcol
    Y = LUArray
    For X = LBound(Y) To UBound(Y)
        If LUcell = Y(X, LUColi) Then
            VBALOOKUP = Y(X, OutColi)
            Exit For
        End If
    Next X
    Erase Y
    End Function

It works , but is incredibly slow (about 100x slower than the worksheet function).

It seems like maybe a way to speed it up would be to sort lookup array alphabetically and somehow jump to a later point in the list? I have no expertise here, but it seems like looking at each individual cell to check if its equal to the lookup value, before then going onto the next cell just can't be the most efficient way to do it, and can't be how the actual vlookup function works.

_{If you're wondering "why not just use vlookup", I'm writing a script in VBA that at one point performs something similar to a vlookup (although the specific situation is a little more complicated, and returns multiple values not just 1). Rather than ask stackexchange to write all my code for me, I thought I'd get to the heart of the issue. Plus, I believe this question will be helpful for future reference for many more people than one about my specific task would be.}