+1,217.1%
LLY vs ESTC
+20.3%
+1,196.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.1% | +2.4% | -3.4% |
| 7D | -0.7% | -18.5% | +17.8% | +0.6% |
| 30D | +17.9% | -11.0% | +28.9% | +18.6% |
| 3M | +16.8% | +20.8% | -3.9% | +15.0% |
| 6M | +38.4% | +67.9% | -29.5% | +32.9% |
| YTD | +27.6% | +11.6% | +16.0% | +25.6% |
| 1Y | +48.3% | -3.3% | +51.6% | +47.3% |
| 3Y | +145.4% | +16.4% | +128.9% | +135.3% |
| 5Y | +438.9% | -49.9% | +488.8% | +445.0% |
| All | +1,217.1% | +20.3% | +1,196.8% | +999.3% |
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