-73.3%
LULU vs JBHT
+34.7%
-108.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | +3.2% | +0.9% | +2.3% | +2.9% |
| 30D | +16.8% | -1.1% | +17.9% | +17.1% |
| 3M | -13.6% | -14.8% | +1.2% | -10.1% |
| 6M | -15.9% | -7.4% | -8.4% | -15.5% |
| YTD | -46.9% | +17.3% | -64.2% | -51.4% |
| 1Y | -35.2% | +35.3% | -70.5% | -43.9% |
| 3Y | -73.3% | +33.9% | -107.3% | -78.1% |
| All | -73.3% | +34.7% | -108.0% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling