+646.1%
LULU vs JBHT
+911.9%
-265.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -6.5% | +4.2% | -10.7% | -8.9% |
| 30D | +10.7% | -0.4% | +11.1% | +10.8% |
| 3M | -13.6% | -17.3% | +3.8% | -4.6% |
| 6M | -16.5% | -3.5% | -13.0% | -17.7% |
| YTD | -49.7% | +18.0% | -67.8% | -57.1% |
| 1Y | -38.9% | +35.5% | -74.4% | -52.4% |
| 3Y | -74.7% | +34.8% | -109.5% | -81.6% |
| 5Y | -76.9% | +19.7% | -96.6% | -82.4% |
| 10Y | +80.6% | +178.0% | -97.4% | -34.9% |
| All | +646.1% | +911.9% | -265.7% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling