+612.3%
LULU vs ES
+403.3%
+209.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.7% |
| 7D | -16.9% | 0.0% | -16.9% | -16.9% |
| 30D | -22.0% | -1.0% | -20.9% | -21.6% |
| 3M | -17.8% | +1.5% | -19.3% | -18.4% |
| 6M | -41.3% | -3.5% | -37.8% | -40.7% |
| YTD | -52.0% | +7.0% | -59.0% | -53.8% |
| 1Y | -39.8% | +15.3% | -55.1% | -44.5% |
| 3Y | -74.8% | +30.2% | -105.0% | -78.9% |
| 5Y | -76.3% | -4.3% | -72.0% | -77.3% |
| 10Y | +53.9% | +87.5% | -33.6% | -10.5% |
| All | +612.3% | +403.3% | +209.0% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling