+1,198.2%
JPM vs LULU
+697.8%
+500.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.3% |
| 7D | -0.4% | -16.9% | +16.5% | +4.4% |
| 30D | -1.4% | -22.0% | +20.6% | +5.0% |
| 3M | +13.9% | -17.8% | +31.8% | +19.1% |
| 6M | +23.5% | -41.3% | +64.8% | +41.1% |
| YTD | +11.6% | -52.0% | +63.7% | +34.8% |
| 1Y | +21.4% | -39.8% | +61.2% | +36.1% |
| 3Y | +163.4% | -74.8% | +238.3% | +261.2% |
| 5Y | +152.5% | -76.3% | +228.8% | +236.9% |
| 10Y | +592.1% | +53.9% | +538.2% | +359.5% |
| All | +1,198.2% | +697.8% | +500.4% | +201.9% |
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 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