-74.9%
LULU vs ABCL
+103.9%
-178.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -3.0% |
| 7D | -16.9% | -2.7% | -14.2% | -16.7% |
| 30D | -22.0% | +18.3% | -40.3% | -23.8% |
| 3M | -17.8% | +108.5% | -126.3% | -26.2% |
| 6M | -41.3% | +213.9% | -255.2% | -50.4% |
| YTD | -52.0% | +223.1% | -275.1% | -60.0% |
| 1Y | -39.8% | +160.6% | -200.4% | -49.0% |
| All | -74.9% | +103.9% | -178.8% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling