+590.9%
JPM vs LULU
+53.6%
+537.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -0.7% | -1.6% | +1.0% | -0.4% |
| 30D | -2.5% | -18.1% | +15.7% | +1.1% |
| 3M | +14.1% | -18.8% | +32.9% | +18.1% |
| 6M | +25.1% | -39.2% | +64.3% | +36.9% |
| YTD | +12.1% | -52.4% | +64.5% | +29.0% |
| 1Y | +18.8% | -40.3% | +59.1% | +29.6% |
| 3Y | +163.4% | -75.1% | +238.5% | +233.9% |
| 5Y | +156.5% | -76.7% | +233.3% | +219.6% |
| All | +590.9% | +53.6% | +537.2% | +535.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling