+1,129.0%
ABBV vs LULU
+28.3%
+1,100.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.2% |
| 7D | -4.1% | -16.9% | +12.8% | -2.2% |
| 30D | +1.2% | -22.0% | +23.2% | +3.9% |
| 3M | +12.1% | -17.8% | +29.9% | +14.2% |
| 6M | +12.0% | -41.3% | +53.3% | +18.3% |
| YTD | +12.4% | -52.0% | +64.4% | +21.4% |
| 1Y | +22.9% | -39.8% | +62.8% | +28.7% |
| 3Y | +86.8% | -74.8% | +161.6% | +113.3% |
| 5Y | +181.0% | -76.3% | +257.3% | +216.5% |
| 10Y | +497.0% | +53.9% | +443.1% | +391.4% |
| All | +1,129.0% | +28.3% | +1,100.7% | +886.1% |
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