+48.5%
LMT vs ESTC
+13.7%
+34.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +2.5% | -2.6% | +5.2% | +2.5% |
| 30D | +19.2% | -8.6% | +27.8% | +19.1% |
| 3M | +2.7% | +14.4% | -11.7% | +3.1% |
| 6M | +20.6% | +73.3% | -52.7% | +22.0% |
| YTD | +28.4% | +15.7% | +12.7% | +29.0% |
| 1Y | +36.9% | -7.6% | +44.5% | +37.0% |
| All | +48.5% | +13.7% | +34.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling