-51.2%
LULU vs ABCL
+186.8%
-238.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.2% | -16.2% | -17.3% |
| 7D | -16.7% | +0.7% | -17.4% | -16.7% |
| 30D | -18.5% | +93.1% | -111.6% | -23.4% |
| 3M | -19.5% | +79.4% | -98.9% | -24.1% |
| 6M | -41.9% | +214.9% | -256.8% | -48.8% |
| YTD | -51.6% | +234.2% | -285.8% | -57.9% |
| 1Y | -51.2% | +174.8% | -225.9% | -57.5% |
| All | -51.2% | +186.8% | -238.0% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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