+36.8%
LULU vs ESI
+222.6%
-185.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | -16.9% | +3.9% | -20.9% | -17.9% |
| 30D | -22.0% | -3.8% | -18.2% | -21.5% |
| 3M | -17.8% | -13.1% | -4.7% | -16.1% |
| 6M | -41.3% | +11.3% | -52.6% | -44.6% |
| YTD | -52.0% | +44.1% | -96.1% | -58.1% |
| 1Y | -39.8% | +40.3% | -80.1% | -47.2% |
| 3Y | -74.8% | +84.1% | -158.9% | -79.9% |
| 5Y | -76.3% | +75.8% | -152.1% | -80.9% |
| 10Y | +53.9% | +320.7% | -266.8% | -1.3% |
| All | +36.8% | +222.6% | -185.8% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling