-56.2%
JBLU vs LULU
+691.8%
-748.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.5% |
| 7D | -5.0% | -1.6% | -3.3% | -4.5% |
| 30D | -23.9% | -18.1% | -5.8% | -19.2% |
| 3M | -11.6% | -18.8% | +7.1% | -5.9% |
| 6M | -0.2% | -39.2% | +39.0% | +16.7% |
| YTD | -3.3% | -52.4% | +49.1% | +22.7% |
| 1Y | -15.4% | -40.3% | +24.9% | -1.2% |
| 3Y | -14.7% | -75.1% | +60.4% | +29.5% |
| 5Y | -70.0% | -76.7% | +6.7% | -54.5% |
| 10Y | -72.9% | +52.7% | -125.6% | -79.8% |
| All | -56.2% | +691.8% | -748.0% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling