+966.2%
LITE vs ESTC
+24.6%
+941.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -0.8% |
| 7D | -13.9% | -3.6% | -10.3% | -12.7% |
| 30D | -46.9% | -11.2% | -35.8% | -44.7% |
| 3M | -28.0% | +14.3% | -42.3% | -31.5% |
| 6M | -35.2% | +67.0% | -102.2% | -45.5% |
| YTD | +58.9% | +15.7% | +43.2% | +45.2% |
| 1Y | +125.3% | -6.3% | +131.6% | +118.7% |
| 3Y | +1,344.4% | +14.5% | +1,329.9% | +1,146.8% |
| 5Y | +541.2% | -49.9% | +591.0% | +566.7% |
| All | +966.2% | +24.6% | +941.6% | +516.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling