-39.2%
LULU vs JBL
+27.4%
-66.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.9% | +2.0% |
| 7D | -1.6% | +2.4% | -4.0% | -1.7% |
| 30D | -18.1% | -13.1% | -5.0% | -17.6% |
| 3M | -18.8% | -15.6% | -3.2% | -17.6% |
| 6M | -39.2% | +24.6% | -63.8% | -48.0% |
| All | -39.2% | +27.4% | -66.7% | -48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling