-76.7%
LULU vs EMB
+6.3%
-83.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.2% | +2.3% |
| 7D | -1.6% | -1.2% | -0.4% | +0.1% |
| 30D | -18.1% | -1.3% | -16.9% | -16.6% |
| 3M | -18.8% | -1.8% | -17.0% | -16.6% |
| 6M | -39.2% | +0.2% | -39.4% | -39.1% |
| YTD | -52.4% | +0.4% | -52.7% | -52.4% |
| 1Y | -40.3% | +2.8% | -43.1% | -42.1% |
| 3Y | -75.1% | +29.1% | -104.2% | -82.2% |
| All | -76.7% | +6.3% | -83.1% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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