+49.7%
JNJ vs LULU
-30.7%
+80.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | +6.9% | +19.4% | -12.5% | +6.1% |
| 3M | +6.2% | -9.5% | +15.7% | +5.9% |
| 6M | +22.0% | -14.2% | +36.2% | +21.0% |
| YTD | +33.7% | -46.2% | +79.9% | +31.5% |
| 1Y | +49.7% | -33.3% | +83.0% | +47.6% |
| All | +49.7% | -30.7% | +80.4% | +47.6% |
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