+667.5%
LULU vs MLM
+375.8%
+291.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.2% |
| 7D | -4.1% | -5.8% | +1.7% | -1.1% |
| 30D | +13.5% | +9.8% | +3.7% | +8.0% |
| 3M | -14.5% | -5.2% | -9.3% | -12.2% |
| 6M | -15.0% | -10.3% | -4.7% | -10.8% |
| YTD | -48.3% | -15.5% | -32.8% | -44.4% |
| 1Y | -36.7% | -15.0% | -21.7% | -32.1% |
| 3Y | -74.0% | +17.5% | -91.5% | -77.0% |
| 5Y | -76.3% | +30.5% | -106.8% | -80.3% |
| 10Y | +85.8% | +145.5% | -59.7% | -2.7% |
| All | +667.5% | +375.8% | +291.7% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling