+27.7%
JCI vs LULU
-31.7%
+59.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.8% | -11.0% | -6.2% |
| 7D | -10.7% | +6.5% | -17.2% | -10.6% |
| 30D | -10.4% | +20.3% | -30.7% | -10.2% |
| 3M | -8.3% | -8.9% | +0.7% | -7.8% |
| 6M | -2.1% | -13.1% | +11.0% | -1.0% |
| YTD | +18.4% | -46.1% | +64.4% | +23.6% |
| 1Y | +27.7% | -30.3% | +57.9% | +18.6% |
| All | +27.7% | -31.7% | +59.4% | +18.6% |
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