+32.8%
LDOS vs ESTC
+18.0%
+14.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.5% |
| 7D | -7.2% | -11.5% | +4.3% | -6.2% |
| 30D | +16.8% | -7.5% | +24.4% | +17.5% |
| 3M | -1.6% | +23.1% | -24.6% | -3.6% |
| 6M | -1.0% | +75.3% | -76.3% | -5.8% |
| YTD | -25.8% | +14.1% | -39.9% | -27.6% |
| 1Y | -31.1% | -0.6% | -30.5% | -32.4% |
| 3Y | +32.8% | +20.8% | +12.0% | +27.4% |
| All | +32.8% | +18.0% | +14.8% | +27.4% |
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