+1,287.1%
LLY vs ESTC
+24.7%
+1,262.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +1.4% | -2.6% | +4.0% | +1.5% |
| 30D | +21.5% | -8.6% | +30.1% | +22.1% |
| 3M | +18.5% | +14.4% | +4.1% | +17.0% |
| 6M | +49.1% | +73.3% | -24.2% | +42.9% |
| YTD | +34.4% | +15.7% | +18.7% | +31.9% |
| 1Y | +46.3% | -7.6% | +53.9% | +45.8% |
| 3Y | +145.5% | +14.6% | +130.9% | +135.9% |
| 5Y | +472.7% | -50.0% | +522.7% | +480.8% |
| All | +1,287.1% | +24.7% | +1,262.4% | +1,055.1% |
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 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