+72.5%
LHX vs ESTC
+19.3%
+53.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.6% |
| 7D | -4.8% | -13.2% | +8.4% | -3.9% |
| 30D | -12.7% | +9.3% | -22.1% | -13.4% |
| 3M | -17.6% | +37.3% | -55.0% | -19.6% |
| 6M | -30.7% | +61.0% | -91.7% | -33.3% |
| YTD | -14.3% | +10.7% | -25.0% | -15.6% |
| 1Y | -8.4% | -7.2% | -1.2% | -8.8% |
| 3Y | +56.7% | +7.2% | +49.5% | +50.2% |
| 5Y | +18.5% | -47.7% | +66.2% | +17.9% |
| All | +72.5% | +19.3% | +53.3% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling