-51.2%
LULU vs ESI
+44.5%
-95.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +2.9% | -20.3% | -17.6% |
| 7D | -16.7% | +3.3% | -20.0% | -17.0% |
| 30D | -18.5% | -5.9% | -12.7% | -18.1% |
| 3M | -19.5% | -14.1% | -5.4% | -19.4% |
| 6M | -41.9% | +6.6% | -48.5% | -45.5% |
| YTD | -51.6% | +45.0% | -96.6% | -57.6% |
| 1Y | -51.2% | +41.5% | -92.6% | -57.7% |
| All | -51.2% | +44.5% | -95.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling