-74.0%
LULU vs MLM
+19.3%
-93.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -12.6% | +1.4% | -13.9% | -13.2% |
| 30D | -19.7% | -6.5% | -13.2% | -17.5% |
| 3M | -12.2% | -7.4% | -4.8% | -9.9% |
| 6M | -39.3% | -15.8% | -23.5% | -35.2% |
| YTD | -50.3% | -17.4% | -32.9% | -46.6% |
| 1Y | -38.6% | -17.9% | -20.7% | -34.0% |
| 3Y | -74.0% | +18.9% | -92.8% | -76.4% |
| All | -74.0% | +19.3% | -93.2% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 3y: compounded portfolio wealth divided by compounded MLM 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…
3y analysis · Full analysis span regression · 6 months rolling