-5.9%
ABT vs LULU
-31.7%
+25.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.8% | +0.8% | +5.0% |
| 7D | +12.5% | +6.5% | +6.0% | +11.7% |
| 30D | +16.1% | +20.3% | -4.2% | +13.7% |
| 3M | +10.2% | -8.9% | +19.1% | +10.7% |
| 6M | +33.7% | -13.1% | +46.8% | +34.2% |
| YTD | -5.5% | -46.1% | +40.6% | -2.6% |
| 1Y | -5.9% | -30.3% | +24.4% | -6.4% |
| All | -5.9% | -31.7% | +25.8% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling