+52.4%
JD vs LULU
+136.0%
-83.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -4.1% | -4.6% | +0.5% | -2.8% |
| 30D | +4.6% | +12.3% | -7.7% | +0.7% |
| 3M | -4.7% | -11.6% | +6.9% | -2.4% |
| 6M | -17.4% | -12.8% | -4.5% | -15.6% |
| YTD | +0.7% | -49.2% | +49.9% | +20.5% |
| 1Y | -5.9% | -37.7% | +31.9% | +5.0% |
| 3Y | +18.9% | -74.7% | +93.5% | +67.7% |
| 5Y | -62.9% | -76.7% | +13.7% | -48.1% |
| 10Y | +32.5% | +82.7% | -50.2% | +7.2% |
| All | +52.4% | +136.0% | -83.6% | +9.3% |
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