+132.0%
EEM vs LULU
+691.8%
-559.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.7% |
| 7D | -1.3% | -1.6% | +0.4% | -0.9% |
| 30D | +2.1% | -18.1% | +20.2% | +6.3% |
| 3M | +1.0% | -18.8% | +19.8% | +4.9% |
| 6M | +15.9% | -39.2% | +55.1% | +28.7% |
| YTD | +24.6% | -52.4% | +77.0% | +46.4% |
| 1Y | +32.3% | -40.3% | +72.6% | +46.0% |
| 3Y | +85.9% | -75.1% | +161.0% | +143.2% |
| 5Y | +45.4% | -76.7% | +122.1% | +86.7% |
| 10Y | +130.1% | +52.7% | +77.4% | +66.9% |
| All | +132.0% | +691.8% | -559.8% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling