+1,563.7%
LITE vs ESTC
+25.2%
+1,538.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.5% | +8.5% | +4.7% |
| 7D | -1.5% | -8.1% | +6.6% | -0.2% |
| 30D | +6.7% | +31.7% | -25.0% | -0.1% |
| 3M | -6.8% | +41.1% | -47.8% | -14.0% |
| 6M | +29.4% | +77.1% | -47.6% | +11.9% |
| YTD | +139.1% | +21.7% | +117.4% | +126.1% |
| 1Y | +521.0% | +8.4% | +512.6% | +502.6% |
| All | +1,563.7% | +25.2% | +1,538.5% | +1,517.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling