+828.1%
LITE vs ESTC
+20.3%
+807.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.1% | -12.6% | -17.0% |
| 7D | -44.6% | -18.5% | -26.1% | -41.0% |
| 30D | -55.0% | -11.0% | -44.0% | -53.2% |
| 3M | -38.3% | +20.8% | -59.1% | -42.3% |
| 6M | -48.8% | +67.9% | -116.6% | -57.1% |
| YTD | +38.3% | +11.6% | +26.7% | +27.5% |
| 1Y | +119.0% | -3.3% | +122.3% | +109.8% |
| 3Y | +1,092.0% | +16.4% | +1,075.6% | +920.2% |
| 5Y | +446.1% | -49.9% | +495.9% | +463.9% |
| All | +828.1% | +20.3% | +807.8% | +441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling