+592.0%
LULU vs TXT
+47.4%
+544.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.5% |
| 7D | -20.4% | -0.2% | -20.2% | -20.3% |
| 30D | -22.9% | -10.2% | -12.7% | -19.4% |
| 3M | -18.5% | -13.3% | -5.3% | -13.9% |
| 6M | -41.8% | -14.4% | -27.4% | -38.4% |
| YTD | -53.4% | -9.1% | -44.3% | -52.1% |
| 1Y | -40.9% | -2.2% | -38.7% | -41.1% |
| 3Y | -75.6% | +5.1% | -80.6% | -76.6% |
| 5Y | -77.2% | +12.8% | -90.0% | -78.9% |
| 10Y | +49.5% | +101.4% | -51.9% | -2.0% |
| All | +592.0% | +47.4% | +544.6% | +409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling