+606.9%
LULU vs JBL
+1,652.2%
-1,045.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.9% | +0.2% |
| 7D | -1.6% | +2.4% | -4.0% | -2.6% |
| 30D | -18.1% | -13.1% | -5.0% | -14.0% |
| 3M | -18.8% | -15.6% | -3.2% | -15.1% |
| 6M | -39.2% | +24.6% | -63.8% | -46.4% |
| YTD | -52.4% | +39.6% | -92.0% | -60.3% |
| 1Y | -40.3% | +48.6% | -88.9% | -52.1% |
| 3Y | -75.1% | +197.3% | -272.4% | -86.1% |
| 5Y | -76.7% | +413.0% | -489.7% | -89.9% |
| 10Y | +52.7% | +1,543.9% | -1,491.2% | -63.1% |
| All | +606.9% | +1,652.2% | -1,045.3% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling