-50.2%
LULU vs TXG
+27.0%
-77.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.2% | +1.4% |
| 7D | -1.6% | +9.5% | -11.1% | -3.6% |
| 30D | -18.1% | +18.8% | -36.9% | -21.5% |
| 3M | -18.8% | +136.1% | -154.9% | -34.2% |
| 6M | -39.2% | +235.2% | -274.4% | -55.0% |
| YTD | -52.4% | +320.5% | -372.9% | -66.8% |
| 1Y | -40.3% | +425.2% | -465.5% | -61.3% |
| 3Y | -75.1% | +42.9% | -118.0% | -79.8% |
| 5Y | -76.7% | -62.8% | -13.9% | -77.3% |
| All | -50.2% | +27.0% | -77.2% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling