+50.0%
LULU vs MXL
+313.4%
-263.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.4% | +0.9% |
| 7D | -1.6% | +18.9% | -20.5% | -4.6% |
| 30D | -18.1% | +0.3% | -18.4% | -19.0% |
| 3M | -18.8% | -8.0% | -10.7% | -22.0% |
| 6M | -39.2% | +341.2% | -380.4% | -62.5% |
| YTD | -52.4% | +327.8% | -380.2% | -70.6% |
| 1Y | -40.3% | +364.9% | -405.2% | -64.5% |
| 3Y | -75.1% | +229.2% | -304.3% | -85.9% |
| 5Y | -76.7% | +42.8% | -119.5% | -84.2% |
| All | +50.0% | +313.4% | -263.4% | -36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling