+57.1%
LHX vs ESTC
+11.0%
+46.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -2.0% |
| 7D | -3.7% | -3.3% | -0.4% | -3.6% |
| 30D | -13.2% | +13.4% | -26.6% | -13.6% |
| 3M | -18.4% | +41.3% | -59.7% | -19.5% |
| 6M | -32.0% | +62.6% | -94.5% | -33.4% |
| YTD | -13.6% | +14.8% | -28.4% | -14.4% |
| 1Y | -6.0% | -5.1% | -0.9% | -6.2% |
| All | +57.1% | +11.0% | +46.1% | +50.8% |
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