-77.2%
LULU vs ABCL
-47.0%
-30.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -2.0% |
| 7D | -20.4% | -9.6% | -10.8% | -19.2% |
| 30D | -22.9% | +7.2% | -30.0% | -24.2% |
| 3M | -18.5% | +105.5% | -124.0% | -29.7% |
| 6M | -41.8% | +193.0% | -234.8% | -53.3% |
| YTD | -53.4% | +205.8% | -259.2% | -63.3% |
| 1Y | -40.9% | +144.4% | -185.3% | -52.3% |
| 3Y | -75.6% | +93.3% | -168.9% | -80.8% |
| 5Y | -77.2% | -44.9% | -32.3% | -78.8% |
| All | -77.2% | -47.0% | -30.3% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling