+618.6%
LULU vs JBHT
+1,114.3%
-495.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.8% | -20.2% | -19.1% |
| 7D | -16.7% | +4.9% | -21.6% | -19.6% |
| 30D | -18.5% | +0.6% | -19.1% | -19.8% |
| 3M | -19.5% | -3.2% | -16.3% | -19.3% |
| 6M | -41.9% | +17.0% | -58.9% | -49.2% |
| YTD | -51.6% | +41.7% | -93.2% | -62.7% |
| 1Y | -51.2% | +90.0% | -141.2% | -70.0% |
| 3Y | -75.1% | +47.0% | -122.1% | -82.6% |
| 5Y | -74.1% | +58.3% | -132.4% | -83.5% |
| 10Y | +46.7% | +273.9% | -227.2% | -56.7% |
| All | +618.6% | +1,114.3% | -495.7% | -32.6% |
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