+564.0%
ABT vs LULU
+675.0%
-111.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.1% | -1.5% |
| 7D | -5.0% | -20.4% | +15.4% | -2.8% |
| 30D | -5.8% | -22.9% | +17.1% | -3.3% |
| 3M | +16.7% | -18.5% | +35.3% | +19.0% |
| 6M | -5.2% | -41.8% | +36.5% | -0.2% |
| YTD | -16.0% | -53.4% | +37.4% | -9.5% |
| 1Y | -18.3% | -40.9% | +22.6% | -14.4% |
| 3Y | +9.2% | -75.6% | +84.8% | +23.4% |
| 5Y | -11.6% | -77.2% | +65.7% | -0.8% |
| 10Y | +204.2% | +49.5% | +154.7% | +180.9% |
| All | +564.0% | +675.0% | -111.0% | +358.2% |
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