+146.1%
LITE vs ESTC
-6.1%
+152.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.5% |
| 7D | +22.6% | +5.8% | +16.8% | +23.1% |
| 30D | -36.8% | -5.6% | -31.2% | -37.3% |
| 3M | -33.0% | +15.4% | -48.4% | -29.5% |
| 6M | -37.1% | +77.8% | -114.9% | -25.6% |
| YTD | +69.5% | +18.1% | +51.4% | +93.2% |
| 1Y | +146.1% | -3.7% | +149.8% | +174.5% |
| All | +146.1% | -6.1% | +152.2% | +174.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling