+2.0%
TJX vs LULU
-30.5%
+32.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.8% | +0.4% | +4.5% |
| 7D | +4.6% | +6.5% | -1.9% | +3.7% |
| 30D | +7.7% | +20.3% | -12.6% | +5.0% |
| 3M | -7.8% | -8.9% | +1.1% | -7.1% |
| 6M | -5.8% | -13.1% | +7.3% | -4.8% |
| YTD | -4.9% | -46.1% | +41.2% | +1.4% |
| All | +2.0% | -30.5% | +32.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 1y: compounded portfolio wealth divided by compounded LULU 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…
1y analysis · Full analysis span regression · 6 months rolling