-71.3%
LULU vs ABCL
-82.1%
+10.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -2.0% | +1.7% |
| 7D | -1.6% | -4.7% | +3.1% | -1.0% |
| 30D | -18.1% | +5.2% | -23.3% | -19.0% |
| 3M | -18.8% | +106.6% | -125.4% | -27.7% |
| 6M | -39.2% | +198.4% | -237.6% | -48.9% |
| YTD | -52.4% | +218.4% | -270.8% | -60.7% |
| 1Y | -40.3% | +136.2% | -176.5% | -49.2% |
| 3Y | -75.1% | +103.2% | -178.3% | -79.6% |
| 5Y | -76.7% | -42.7% | -34.1% | -79.5% |
| All | -71.3% | -82.1% | +10.9% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling