+50.0%
LULU vs TXT
+107.7%
-57.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.3% |
| 7D | -1.6% | +2.5% | -4.1% | -2.6% |
| 30D | -18.1% | -8.9% | -9.3% | -15.1% |
| 3M | -18.8% | -13.6% | -5.2% | -14.3% |
| 6M | -39.2% | -13.1% | -26.1% | -36.2% |
| YTD | -52.4% | -7.0% | -45.4% | -51.5% |
| 1Y | -40.3% | -1.4% | -38.9% | -40.7% |
| 3Y | -75.1% | +7.0% | -82.1% | -76.3% |
| 5Y | -76.7% | +15.4% | -92.1% | -78.6% |
| All | +50.0% | +107.7% | -57.8% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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