+1,277.4%
LLY vs ESTC
+27.2%
+1,250.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +4.6% | +5.8% | -1.2% | +4.2% |
| 30D | +22.4% | -5.6% | +27.9% | +22.6% |
| 3M | +17.1% | +15.4% | +1.7% | +15.6% |
| 6M | +44.6% | +77.8% | -33.2% | +38.4% |
| YTD | +33.5% | +18.1% | +15.4% | +30.9% |
| 1Y | +41.1% | -3.7% | +44.8% | +40.3% |
| 3Y | +143.8% | +16.9% | +126.9% | +134.0% |
| 5Y | +473.4% | -51.2% | +524.6% | +483.6% |
| All | +1,277.4% | +27.2% | +1,250.2% | +1,045.6% |
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