+34.5%
LMT vs ESTC
+16.0%
+18.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.5% |
| 7D | -6.3% | -8.1% | +1.8% | -6.4% |
| 30D | -8.5% | +31.7% | -40.2% | -7.9% |
| 3M | +1.8% | +41.1% | -39.2% | +2.7% |
| 6M | -19.9% | +77.1% | -97.0% | -19.0% |
| YTD | +10.6% | +21.7% | -11.1% | +11.1% |
| 1Y | +17.9% | +8.4% | +9.6% | +18.3% |
| All | +34.5% | +16.0% | +18.5% | +34.1% |
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 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