-72.9%
LULU vs JBHT
+60.5%
-133.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | -12.6% | +7.1% | -19.7% | -15.2% |
| 30D | -19.7% | +2.3% | -22.1% | -21.0% |
| 3M | -12.2% | -4.5% | -7.7% | -11.4% |
| 6M | -39.3% | +29.2% | -68.6% | -46.8% |
| YTD | -50.3% | +42.2% | -92.5% | -58.4% |
| 1Y | -38.6% | +93.7% | -132.4% | -56.1% |
| 3Y | -74.0% | +53.2% | -127.2% | -79.8% |
| 5Y | -72.9% | +62.4% | -135.3% | -79.3% |
| All | -72.9% | +60.5% | -133.4% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling