-35.2%
LULU vs ESTC
+23.7%
-58.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.8% |
| 7D | -16.9% | -3.3% | -13.6% | -16.0% |
| 30D | -22.0% | +13.4% | -35.4% | -25.2% |
| 3M | -17.8% | +41.3% | -59.2% | -26.4% |
| 6M | -41.3% | +62.6% | -103.8% | -49.9% |
| YTD | -52.0% | +14.8% | -66.8% | -55.1% |
| 1Y | -39.8% | -5.1% | -34.8% | -41.0% |
| 3Y | -74.8% | +11.2% | -86.0% | -78.5% |
| 5Y | -76.3% | -47.0% | -29.3% | -76.6% |
| All | -35.2% | +23.7% | -58.9% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling