-51.2%
LULU vs ESTC
+7.3%
-58.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -4.5% | -12.9% | -16.4% |
| 7D | -16.7% | -8.1% | -8.6% | -15.2% |
| 30D | -18.5% | +31.7% | -50.2% | -22.8% |
| 3M | -19.5% | +41.1% | -60.5% | -24.9% |
| 6M | -41.9% | +77.1% | -119.0% | -47.9% |
| YTD | -51.6% | +21.7% | -73.3% | -55.0% |
| 1Y | -51.2% | +8.4% | -59.6% | -54.5% |
| All | -51.2% | +7.3% | -58.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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