+89.2%
LHX vs ESTC
+25.9%
+63.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +4.8% | +2.4% | +2.4% | +4.6% |
| 30D | +14.7% | -4.2% | +18.9% | +14.9% |
| 3M | -5.1% | +2.5% | -7.6% | -5.6% |
| 6M | -9.9% | +81.5% | -91.4% | -13.9% |
| YTD | -6.1% | +16.8% | -22.9% | -7.9% |
| 1Y | -4.0% | -3.5% | -0.5% | -4.7% |
| 3Y | +56.9% | +17.7% | +39.2% | +49.3% |
| 5Y | +36.6% | -51.7% | +88.3% | +37.4% |
| All | +89.2% | +25.9% | +63.3% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling