+483.3%
LLY vs ESTC
-52.1%
+535.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | +6.7% | +2.4% | +4.3% | +6.6% |
| 30D | +19.6% | -4.2% | +23.8% | +19.7% |
| 3M | +19.7% | +2.5% | +17.2% | +19.3% |
| 6M | +42.7% | +81.5% | -38.8% | +38.5% |
| YTD | +35.1% | +16.8% | +18.3% | +33.7% |
| 1Y | +42.2% | -3.5% | +45.6% | +42.0% |
| 3Y | +140.8% | +17.7% | +123.1% | +135.9% |
| All | +483.3% | -52.1% | +535.4% | +480.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling