-75.1%
LULU vs JBL
+195.4%
-270.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.9% | +1.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | -18.1% | -13.1% | -5.0% | -16.3% |
| 3M | -18.8% | -15.6% | -3.2% | -16.9% |
| 6M | -39.2% | +24.6% | -63.8% | -43.2% |
| YTD | -52.4% | +39.6% | -92.0% | -56.7% |
| 1Y | -40.3% | +48.6% | -88.9% | -46.8% |
| 3Y | -75.1% | +197.3% | -272.4% | -81.0% |
| All | -75.1% | +195.4% | -270.5% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling