-75.1%
LULU vs TXT
+7.0%
-82.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.2% |
| 7D | -1.6% | +2.5% | -4.1% | -2.7% |
| 30D | -18.1% | -8.9% | -9.3% | -14.8% |
| 3M | -18.8% | -13.6% | -5.2% | -13.9% |
| 6M | -39.2% | -13.1% | -26.1% | -35.9% |
| YTD | -52.4% | -7.0% | -45.4% | -51.7% |
| 1Y | -40.3% | -1.4% | -38.9% | -41.4% |
| 3Y | -75.1% | +7.0% | -82.1% | -77.5% |
| All | -75.1% | +7.0% | -82.1% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling