-10.7%
JBLU vs LULU
-32.9%
+22.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.8% |
| 7D | +24.3% | +4.4% | +19.9% | +22.6% |
| 30D | +2.6% | +19.1% | -16.5% | -3.1% |
| 3M | -35.1% | -12.5% | -22.6% | -32.2% |
| 6M | -22.9% | -14.2% | -8.7% | -19.9% |
| YTD | -13.4% | -45.8% | +32.4% | -0.3% |
| All | -10.7% | -32.9% | +22.3% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling