+881.3%
JCI vs LULU
+697.8%
+183.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.3% |
| 7D | +4.1% | -16.9% | +21.0% | +7.7% |
| 30D | -3.8% | -22.0% | +18.1% | +0.7% |
| 3M | -1.6% | -17.8% | +16.2% | +1.5% |
| 6M | +9.5% | -41.3% | +50.8% | +20.9% |
| YTD | +21.7% | -52.0% | +73.7% | +39.9% |
| 1Y | +37.1% | -39.8% | +77.0% | +49.1% |
| 3Y | +165.2% | -74.8% | +240.0% | +237.6% |
| 5Y | +110.3% | -76.3% | +186.6% | +164.9% |
| 10Y | +341.0% | +53.9% | +287.1% | +251.8% |
| All | +881.3% | +697.8% | +183.6% | +266.6% |
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 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