+1,206.7%
LLY vs ESTC
+23.0%
+1,183.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | -4.5% | -11.5% | +7.0% | -3.8% |
| 30D | +13.9% | -7.5% | +21.4% | +14.3% |
| 3M | +13.8% | +23.1% | -9.3% | +11.8% |
| 6M | +37.6% | +75.3% | -37.7% | +31.7% |
| YTD | +26.6% | +14.1% | +12.5% | +24.4% |
| 1Y | +45.3% | -0.6% | +45.9% | +44.0% |
| 3Y | +132.2% | +20.8% | +111.4% | +122.2% |
| 5Y | +434.7% | -48.8% | +483.4% | +440.0% |
| All | +1,206.7% | +23.0% | +1,183.7% | +989.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling