-33.3%
LULU vs MXL
+206.6%
-240.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -22.1% | +21.8% | -0.7% |
| 7D | +1.8% | -38.1% | +39.9% | +0.9% |
| 30D | +19.4% | -59.5% | +78.9% | +17.6% |
| 3M | -9.5% | -34.3% | +24.8% | -10.1% |
| 6M | -14.2% | -45.8% | +31.6% | -15.3% |
| YTD | -46.2% | +154.2% | -200.4% | -52.9% |
| 1Y | -33.3% | +192.1% | -225.4% | -44.4% |
| All | -33.3% | +206.6% | -240.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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