+18.7%
LHX vs ESTC
-47.6%
+66.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.3% | -9.2% | +4.9% | -3.9% |
| 30D | -15.1% | +8.1% | -23.2% | -15.5% |
| 3M | -21.0% | +38.5% | -59.4% | -22.2% |
| 6M | -32.0% | +57.8% | -89.8% | -33.6% |
| YTD | -15.3% | +10.5% | -25.9% | -16.1% |
| 1Y | -11.1% | -6.4% | -4.7% | -11.3% |
| 3Y | +54.0% | +4.7% | +49.4% | +49.8% |
| All | +18.7% | -47.6% | +66.3% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling