+50.0%
LULU vs JBL
+1,558.3%
-1,508.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.9% | +0.4% |
| 7D | -1.6% | +2.4% | -4.0% | -2.4% |
| 30D | -18.1% | -13.1% | -5.0% | -14.6% |
| 3M | -18.8% | -15.6% | -3.2% | -15.5% |
| 6M | -39.2% | +24.6% | -63.8% | -45.8% |
| YTD | -52.4% | +39.6% | -92.0% | -59.6% |
| 1Y | -40.3% | +48.6% | -88.9% | -51.1% |
| 3Y | -75.1% | +197.3% | -272.4% | -85.6% |
| 5Y | -76.7% | +413.0% | -489.7% | -89.7% |
| All | +50.0% | +1,558.3% | -1,508.4% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling