+53.9%
LULU vs JBHT
+266.9%
-213.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.3% |
| 7D | -16.9% | +2.9% | -19.9% | -18.2% |
| 30D | -22.0% | +0.6% | -22.6% | -22.8% |
| 3M | -17.8% | -6.6% | -11.2% | -16.3% |
| 6M | -41.3% | +23.6% | -64.8% | -47.7% |
| YTD | -52.0% | +38.6% | -90.6% | -59.6% |
| 1Y | -39.8% | +91.5% | -131.3% | -57.4% |
| 3Y | -74.8% | +49.3% | -124.1% | -80.4% |
| 5Y | -76.3% | +62.3% | -138.6% | -82.6% |
| 10Y | +53.9% | +276.9% | -223.0% | -24.1% |
| All | +53.9% | +266.9% | -213.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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