+2,285.7%
TJX vs LULU
+691.8%
+1,594.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | -17.2% | -18.1% | +1.0% | -14.0% |
| 3M | -24.9% | -18.8% | -6.1% | -22.0% |
| 6M | -19.7% | -39.2% | +19.5% | -11.7% |
| YTD | -17.2% | -52.4% | +35.2% | -4.3% |
| 1Y | -9.4% | -40.3% | +30.9% | -0.9% |
| 3Y | +43.1% | -75.1% | +118.2% | +82.0% |
| 5Y | +96.7% | -76.7% | +173.5% | +147.1% |
| 10Y | +287.7% | +52.7% | +235.0% | +211.8% |
| All | +2,285.7% | +691.8% | +1,594.0% | +891.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling