-40.9%
LULU vs JBHT
+92.4%
-133.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | -20.4% | +0.6% | -21.0% | -20.5% |
| 30D | -22.9% | +0.9% | -23.8% | -23.2% |
| 3M | -18.5% | -4.4% | -14.1% | -18.2% |
| 6M | -41.8% | +24.5% | -66.3% | -44.2% |
| YTD | -53.4% | +38.6% | -92.0% | -55.4% |
| 1Y | -40.9% | +97.2% | -138.1% | -43.8% |
| All | -40.9% | +92.4% | -133.3% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling