+128.5%
EEM vs LULU
+53.6%
+74.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | -1.3% | -1.6% | +0.4% | -1.0% |
| 30D | +2.1% | -18.1% | +20.2% | +5.4% |
| 3M | +1.0% | -18.8% | +19.8% | +4.1% |
| 6M | +15.9% | -39.2% | +55.1% | +26.3% |
| YTD | +24.6% | -52.4% | +77.0% | +42.3% |
| 1Y | +32.3% | -40.3% | +72.6% | +43.4% |
| 3Y | +85.9% | -75.1% | +161.0% | +133.0% |
| 5Y | +45.4% | -76.7% | +122.1% | +79.0% |
| All | +128.5% | +53.6% | +74.9% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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