+1,262.6%
LLY vs ESTC
+28.9%
+1,233.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.9% | -0.6% | +4.0% |
| 7D | +0.1% | -1.2% | +1.3% | +0.1% |
| 30D | +19.7% | -8.1% | +27.8% | +20.2% |
| 3M | +19.3% | +20.2% | -0.9% | +17.4% |
| 6M | +49.3% | +72.7% | -23.4% | +43.1% |
| YTD | +32.0% | +19.6% | +12.4% | +29.4% |
| 1Y | +53.7% | +0.3% | +53.4% | +52.4% |
| 3Y | +143.7% | +22.8% | +120.9% | +133.1% |
| 5Y | +463.9% | -50.9% | +514.8% | +473.7% |
| All | +1,262.6% | +28.9% | +1,233.7% | +1,032.4% |
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