-51.2%
LULU vs JBL
+52.3%
-103.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.5% | -18.9% | -17.5% |
| 7D | -16.7% | +3.0% | -19.7% | -16.9% |
| 30D | -18.5% | -8.3% | -10.3% | -18.3% |
| 3M | -19.5% | -16.9% | -2.6% | -18.4% |
| 6M | -41.9% | +21.8% | -63.7% | -45.2% |
| YTD | -51.6% | +36.3% | -87.9% | -54.6% |
| 1Y | -51.2% | +49.5% | -100.7% | -55.7% |
| All | -51.2% | +52.3% | -103.5% | -55.7% |
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