+976.7%
LLY vs ESTC
+19.1%
+957.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -2.9% | -9.2% | +6.2% | -2.3% |
| 30D | -8.4% | +8.1% | -16.5% | -9.1% |
| 3M | -3.8% | +38.5% | -42.2% | -6.1% |
| 6M | +11.9% | +57.8% | -45.8% | +7.9% |
| YTD | +4.3% | +10.5% | -6.2% | +2.9% |
| 1Y | +48.5% | -6.4% | +54.8% | +47.9% |
| 3Y | +91.2% | +4.7% | +86.6% | +85.1% |
| 5Y | +387.5% | -47.8% | +435.2% | +390.9% |
| All | +976.7% | +19.1% | +957.6% | +800.8% |
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