+78.1%
LHX vs ESTC
+31.2%
+47.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.4% |
| 7D | -2.0% | -8.1% | +6.2% | -1.4% |
| 30D | -9.9% | +31.7% | -41.6% | -11.7% |
| 3M | -16.5% | +41.1% | -57.5% | -18.6% |
| 6M | -29.6% | +77.1% | -106.7% | -32.6% |
| YTD | -11.6% | +21.7% | -33.3% | -13.4% |
| 1Y | -4.1% | +8.4% | -12.5% | -5.5% |
| 3Y | +53.3% | +23.6% | +29.6% | +45.4% |
| 5Y | +22.3% | -46.5% | +68.7% | +21.8% |
| All | +78.1% | +31.2% | +47.0% | +42.6% |
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