+187.4%
ABBV vs LULU
-76.9%
+264.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.3% |
| 30D | +3.4% | -18.1% | +21.5% | +4.3% |
| 3M | +15.2% | -18.8% | +34.0% | +16.2% |
| 6M | +14.7% | -39.2% | +53.9% | +17.2% |
| YTD | +15.2% | -52.4% | +67.6% | +19.3% |
| 1Y | +20.4% | -40.3% | +60.7% | +22.7% |
| 3Y | +91.3% | -75.1% | +166.4% | +103.8% |
| All | +187.4% | -76.9% | +264.3% | +203.8% |
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