-9.3%
LHX vs ESTC
+1.6%
-10.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.4% |
| 7D | -0.3% | -15.9% | +15.5% | +0.3% |
| 30D | +9.7% | -5.5% | +15.2% | +9.7% |
| 3M | -8.5% | +26.2% | -34.7% | -9.8% |
| 6M | -15.1% | +77.0% | -92.1% | -18.2% |
| YTD | -10.4% | +18.9% | -29.3% | -9.4% |
| 1Y | -9.3% | +1.3% | -10.6% | -5.7% |
| All | -9.3% | +1.6% | -10.9% | -5.7% |
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