-76.7%
LULU vs EME
+575.5%
-652.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.2% | +1.0% |
| 7D | -1.6% | +3.5% | -5.1% | -2.5% |
| 30D | -18.1% | -6.3% | -11.8% | -16.9% |
| 3M | -18.8% | -3.8% | -15.0% | -19.1% |
| 6M | -39.2% | +8.5% | -47.7% | -42.0% |
| YTD | -52.4% | +27.8% | -80.2% | -57.4% |
| 1Y | -40.3% | +22.2% | -62.5% | -46.7% |
| 3Y | -75.1% | +253.5% | -328.6% | -87.0% |
| All | -76.7% | +575.5% | -652.2% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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