+132.2%
LLY vs ESTC
+18.0%
+114.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | -4.5% | -11.5% | +7.0% | -4.1% |
| 30D | +13.9% | -7.5% | +21.4% | +14.1% |
| 3M | +13.8% | +23.1% | -9.3% | +12.5% |
| 6M | +37.6% | +75.3% | -37.7% | +33.7% |
| YTD | +26.6% | +14.1% | +12.5% | +25.8% |
| 1Y | +45.3% | -0.6% | +45.9% | +45.6% |
| 3Y | +132.2% | +20.8% | +111.4% | +133.2% |
| All | +132.2% | +18.0% | +114.2% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling