+51.2%
JD vs LULU
+130.5%
-79.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.6% | -2.8% |
| 7D | -0.8% | -12.6% | +11.8% | +2.5% |
| 30D | -16.0% | -19.7% | +3.7% | -11.0% |
| 3M | -3.2% | -12.2% | +9.0% | -0.6% |
| 6M | +6.1% | -39.3% | +45.4% | +20.9% |
| YTD | -0.1% | -50.3% | +50.2% | +20.9% |
| 1Y | -12.7% | -38.6% | +25.9% | -2.1% |
| 3Y | -6.3% | -74.0% | +67.7% | +31.0% |
| 5Y | -61.3% | -72.9% | +11.6% | -48.5% |
| 10Y | +17.6% | +56.2% | -38.5% | -0.9% |
| All | +51.2% | +130.5% | -79.3% | +9.6% |
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