-51.2%
LULU vs TXG
+372.5%
-423.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.9% | -16.5% | -17.3% |
| 7D | -16.7% | +1.8% | -18.5% | -16.9% |
| 30D | -18.5% | +32.0% | -50.5% | -21.6% |
| 3M | -19.5% | +87.0% | -106.5% | -26.5% |
| 6M | -41.9% | +180.1% | -222.0% | -49.9% |
| YTD | -51.6% | +284.1% | -335.7% | -59.0% |
| 1Y | -51.2% | +361.7% | -412.9% | -60.8% |
| All | -51.2% | +372.5% | -423.7% | -60.8% |
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