+351.7%
LULU vs EMB
+131.4%
+220.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.2% |
| 7D | -16.9% | 0.0% | -17.0% | -17.0% |
| 30D | -22.0% | -0.3% | -21.7% | -21.8% |
| 3M | -17.8% | -0.3% | -17.5% | -17.5% |
| 6M | -41.3% | +0.7% | -42.0% | -41.5% |
| YTD | -52.0% | +1.3% | -53.3% | -52.4% |
| 1Y | -39.8% | +4.7% | -44.5% | -42.2% |
| 3Y | -74.8% | +30.1% | -104.9% | -80.4% |
| 5Y | -76.3% | +6.9% | -83.2% | -77.8% |
| 10Y | +53.9% | +30.7% | +23.2% | +25.3% |
| All | +351.7% | +131.4% | +220.3% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling