+56.9%
LHX vs ESTC
+14.8%
+42.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +4.8% | +2.4% | +2.4% | +4.7% |
| 30D | +14.7% | -4.2% | +18.9% | +14.7% |
| 3M | -5.1% | +2.5% | -7.6% | -5.4% |
| 6M | -9.9% | +81.5% | -91.4% | -12.1% |
| YTD | -6.1% | +16.8% | -22.9% | -7.0% |
| 1Y | -4.0% | -3.5% | -0.5% | -4.4% |
| 3Y | +56.9% | +17.7% | +39.2% | +51.2% |
| All | +56.9% | +14.8% | +42.1% | +51.2% |
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