+473.4%
LLY vs ESTC
-49.1%
+522.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | +4.6% | +5.8% | -1.2% | +4.3% |
| 30D | +22.4% | -5.6% | +27.9% | +22.5% |
| 3M | +17.1% | +15.4% | +1.7% | +16.2% |
| 6M | +44.6% | +77.8% | -33.2% | +40.5% |
| YTD | +33.5% | +18.1% | +15.4% | +32.0% |
| 1Y | +41.1% | -3.7% | +44.8% | +41.0% |
| 3Y | +143.8% | +16.9% | +126.9% | +138.9% |
| 5Y | +473.4% | -51.2% | +524.6% | +470.1% |
| All | +473.4% | -49.1% | +522.5% | +470.1% |
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 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