+114.4%
JCI vs LULU
-76.9%
+191.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | +0.1% | +1.8% |
| 7D | +0.7% | -1.6% | +2.4% | +1.1% |
| 30D | -4.4% | -18.1% | +13.7% | -1.0% |
| 3M | +1.7% | -18.8% | +20.4% | +5.1% |
| 6M | +8.8% | -39.2% | +48.0% | +19.8% |
| YTD | +22.6% | -52.4% | +75.0% | +42.6% |
| 1Y | +36.2% | -40.3% | +76.5% | +48.5% |
| 3Y | +168.0% | -75.1% | +243.1% | +252.0% |
| All | +114.4% | -76.9% | +191.3% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling