-74.2%
LULU vs JHX
-1.2%
-73.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -0.3% | -6.8% | +6.5% | +1.2% |
| 30D | -16.1% | -8.7% | -7.4% | -14.6% |
| 3M | -15.6% | +17.4% | -33.0% | -18.7% |
| 6M | -36.4% | +44.2% | -80.7% | -41.5% |
| YTD | -51.7% | +36.5% | -88.3% | -55.2% |
| 1Y | -37.3% | +41.7% | -79.0% | -42.3% |
| 3Y | -74.2% | -2.3% | -71.9% | -75.1% |
| All | -74.2% | -1.2% | -73.0% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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