-75.6%
LULU vs ESTC
+7.0%
-82.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.7% | -2.1% |
| 7D | -20.4% | -13.2% | -7.3% | -17.9% |
| 30D | -22.9% | +9.3% | -32.2% | -24.5% |
| 3M | -18.5% | +37.3% | -55.9% | -24.1% |
| 6M | -41.8% | +61.0% | -102.8% | -47.8% |
| YTD | -53.4% | +10.7% | -64.0% | -55.1% |
| 1Y | -40.9% | -7.2% | -33.7% | -41.4% |
| All | -75.6% | +7.0% | -82.6% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling