+880.7%
LITE vs ESTC
+23.0%
+857.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.4% | +5.1% |
| 7D | -35.9% | -11.5% | -24.4% | -33.3% |
| 30D | -51.5% | -7.5% | -44.0% | -50.0% |
| 3M | -35.7% | +23.1% | -58.8% | -40.1% |
| 6M | -43.0% | +75.3% | -118.2% | -52.8% |
| YTD | +46.1% | +14.1% | +32.0% | +33.9% |
| 1Y | +124.7% | -0.6% | +125.3% | +113.7% |
| 3Y | +1,172.1% | +20.8% | +1,151.2% | +977.2% |
| 5Y | +477.0% | -48.8% | +525.8% | +492.4% |
| All | +880.7% | +23.0% | +857.7% | +468.4% |
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