+1,282.3%
LLY vs ESTC
+24.6%
+1,257.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +1.6% |
| 7D | +1.6% | -3.6% | +5.2% | +1.8% |
| 30D | +21.5% | -11.2% | +32.6% | +22.2% |
| 3M | +16.4% | +14.3% | +2.1% | +15.0% |
| 6M | +51.5% | +67.0% | -15.5% | +45.5% |
| YTD | +33.9% | +15.7% | +18.3% | +31.5% |
| 1Y | +49.1% | -6.3% | +55.4% | +48.5% |
| 3Y | +144.6% | +14.5% | +130.1% | +135.1% |
| 5Y | +466.3% | -49.9% | +516.2% | +474.1% |
| All | +1,282.3% | +24.6% | +1,257.6% | +1,051.1% |
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