+20.3%
JPM vs LULU
-49.9%
+70.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -17.4% | +16.4% | +1.2% |
| 7D | +0.3% | -16.7% | +17.0% | +2.3% |
| 30D | -0.2% | -18.5% | +18.4% | +2.0% |
| 3M | +15.9% | -19.5% | +35.3% | +18.6% |
| 6M | +20.9% | -41.9% | +62.9% | +29.9% |
| YTD | +12.9% | -51.6% | +64.5% | +24.4% |
| 1Y | +20.3% | -51.2% | +71.5% | +31.6% |
| All | +20.3% | -49.9% | +70.2% | +31.6% |
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