-70.6%
LULU vs JAAA
+29.4%
-100.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -18.1% | +0.5% | -18.6% | -19.0% |
| 3M | -18.8% | +1.3% | -20.0% | -20.8% |
| 6M | -39.2% | +2.8% | -42.0% | -42.5% |
| YTD | -52.4% | +3.3% | -55.6% | -55.3% |
| 1Y | -40.3% | +4.9% | -45.2% | -45.6% |
| 3Y | -75.1% | +19.0% | -94.1% | -80.8% |
| 5Y | -76.7% | +26.9% | -103.6% | -83.6% |
| All | -70.6% | +29.4% | -100.0% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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