-76.7%
LULU vs ESTC
-47.6%
-29.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -1.6% | -9.2% | +7.5% | +1.0% |
| 30D | -18.1% | +8.1% | -26.2% | -20.3% |
| 3M | -18.8% | +38.5% | -57.2% | -26.4% |
| 6M | -39.2% | +57.8% | -97.0% | -47.3% |
| YTD | -52.4% | +10.5% | -62.9% | -54.8% |
| 1Y | -40.3% | -6.4% | -33.9% | -41.2% |
| 3Y | -75.1% | +4.7% | -79.8% | -78.3% |
| All | -76.7% | -47.6% | -29.2% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling