-74.6%
LULU vs JBHT
+51.3%
-125.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.8% | -20.2% | -18.3% |
| 7D | -16.7% | +4.9% | -21.6% | -18.2% |
| 30D | -18.5% | +0.6% | -19.1% | -19.1% |
| 3M | -19.5% | -3.2% | -16.3% | -19.2% |
| 6M | -41.9% | +17.0% | -58.9% | -46.0% |
| YTD | -51.6% | +41.7% | -93.2% | -58.2% |
| 1Y | -51.2% | +90.0% | -141.2% | -62.7% |
| All | -74.6% | +51.3% | -125.9% | -80.0% |
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