-33.3%
LULU vs JBL
+12.7%
-46.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.3% | -0.2% |
| 7D | +1.8% | -17.9% | +19.6% | +2.0% |
| 30D | +19.4% | -23.6% | +43.0% | +20.0% |
| 3M | -9.5% | -30.2% | +20.7% | -8.9% |
| 6M | -14.2% | -29.9% | +15.7% | -14.7% |
| YTD | -46.2% | +3.7% | -50.0% | -48.5% |
| 1Y | -33.3% | +8.5% | -41.8% | -37.9% |
| All | -33.3% | +12.7% | -46.0% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling