-39.2%
LULU vs MXL
+360.0%
-399.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.4% | +2.3% |
| 7D | -1.6% | +18.9% | -20.5% | -1.3% |
| 30D | -18.1% | +0.3% | -18.4% | -18.0% |
| 3M | -18.8% | -8.0% | -10.7% | -19.3% |
| 6M | -39.2% | +341.2% | -380.4% | -53.8% |
| All | -39.2% | +360.0% | -399.2% | -53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling