+606.9%
LULU vs EME
+2,128.7%
-1,521.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.2% | 0.0% |
| 7D | -1.6% | +3.5% | -5.1% | -3.3% |
| 30D | -18.1% | -6.3% | -11.8% | -16.0% |
| 3M | -18.8% | -3.8% | -15.0% | -19.9% |
| 6M | -39.2% | +8.5% | -47.7% | -44.1% |
| YTD | -52.4% | +27.8% | -80.2% | -60.2% |
| 1Y | -40.3% | +22.2% | -62.5% | -50.1% |
| 3Y | -75.1% | +253.5% | -328.6% | -89.2% |
| 5Y | -76.7% | +578.6% | -655.4% | -93.1% |
| 10Y | +52.7% | +1,355.6% | -1,302.8% | -74.5% |
| All | +606.9% | +2,128.7% | -1,521.8% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling