-30.3%
LULU vs TXG
+406.9%
-437.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +4.5% |
| 7D | +6.5% | -19.3% | +25.8% | +8.5% |
| 30D | +20.3% | -30.9% | +51.2% | +24.4% |
| 3M | -8.9% | +41.1% | -50.0% | -14.7% |
| 6M | -13.1% | +211.9% | -225.0% | -28.5% |
| YTD | -46.1% | +314.0% | -360.1% | -55.8% |
| 1Y | -30.3% | +405.4% | -435.6% | -44.1% |
| All | -30.3% | +406.9% | -437.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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