+446.1%
LITE vs ESTC
-51.6%
+497.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.1% | -12.6% | -17.3% |
| 7D | -44.6% | -18.5% | -26.1% | -41.7% |
| 30D | -55.0% | -11.0% | -44.0% | -53.5% |
| 3M | -38.3% | +20.8% | -59.1% | -41.4% |
| 6M | -48.8% | +67.9% | -116.6% | -55.5% |
| YTD | +38.3% | +11.6% | +26.7% | +30.5% |
| 1Y | +119.0% | -3.3% | +122.3% | +114.1% |
| 3Y | +1,092.0% | +16.4% | +1,075.6% | +975.0% |
| 5Y | +446.1% | -49.9% | +495.9% | +406.7% |
| All | +446.1% | -51.6% | +497.7% | +406.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling