+197.1%
ABT vs LULU
+53.6%
+143.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -1.7% |
| 7D | -5.9% | -1.6% | -4.3% | -5.7% |
| 30D | -8.1% | -18.1% | +10.0% | -5.5% |
| 3M | +14.5% | -18.8% | +33.3% | +17.7% |
| 6M | -6.3% | -39.2% | +32.9% | +0.4% |
| YTD | -17.1% | -52.4% | +35.3% | -8.0% |
| 1Y | -21.4% | -40.3% | +18.9% | -16.2% |
| 3Y | +5.9% | -75.1% | +81.0% | +26.8% |
| 5Y | -12.8% | -76.7% | +64.0% | +2.7% |
| All | +197.1% | +53.6% | +143.5% | +191.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling