+372.0%
LLY vs ESTC
-46.4%
+418.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.7% |
| 7D | -2.1% | -8.1% | +6.0% | -1.8% |
| 30D | -1.6% | +31.7% | -33.3% | -2.8% |
| 3M | +2.3% | +41.1% | -38.8% | +0.6% |
| 6M | +14.9% | +77.1% | -62.2% | +11.7% |
| YTD | +7.5% | +21.7% | -14.2% | +6.3% |
| 1Y | +55.7% | +8.4% | +47.3% | +54.7% |
| 3Y | +110.6% | +23.6% | +87.0% | +106.1% |
| All | +372.0% | -46.4% | +418.4% | +367.4% |
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