+69.4%
EMR vs LULU
-76.9%
+146.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.1% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | -6.8% | -18.1% | +11.3% | -3.2% |
| 3M | +7.5% | -18.8% | +26.2% | +11.4% |
| 6M | +9.9% | -39.2% | +49.1% | +21.5% |
| YTD | +16.0% | -52.4% | +68.3% | +35.5% |
| 1Y | +12.4% | -40.3% | +52.7% | +24.0% |
| 3Y | +60.2% | -75.1% | +135.3% | +107.0% |
| All | +69.4% | -76.9% | +146.3% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling