-77.2%
LULU vs ES
-6.2%
-71.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.8% | -2.5% |
| 7D | -20.4% | -3.5% | -17.0% | -19.9% |
| 30D | -22.9% | -3.0% | -19.9% | -22.5% |
| 3M | -18.5% | -0.3% | -18.3% | -18.5% |
| 6M | -41.8% | -5.2% | -36.6% | -41.3% |
| YTD | -53.4% | +4.8% | -58.2% | -53.9% |
| 1Y | -40.9% | +12.7% | -53.6% | -42.6% |
| 3Y | -75.6% | +27.5% | -103.1% | -77.4% |
| 5Y | -77.2% | -4.7% | -72.5% | -77.5% |
| All | -77.2% | -6.2% | -71.0% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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