-39.2%
LULU vs EME
+8.2%
-47.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.2% | +2.2% |
| 7D | -1.6% | +3.5% | -5.1% | -1.6% |
| 30D | -18.1% | -6.3% | -11.8% | -18.0% |
| 3M | -18.8% | -3.8% | -15.0% | -19.8% |
| 6M | -39.2% | +8.5% | -47.7% | -46.0% |
| All | -39.2% | +8.2% | -47.4% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling