+71.8%
LMT vs ESTC
-46.4%
+118.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.2% |
| 7D | -1.3% | -3.3% | +2.0% | -1.3% |
| 30D | -12.5% | +13.4% | -26.0% | -12.4% |
| 3M | -0.5% | +41.3% | -41.8% | -0.3% |
| 6M | -20.0% | +62.6% | -82.6% | -19.9% |
| YTD | +10.4% | +14.8% | -4.4% | +10.5% |
| 1Y | +17.7% | -5.1% | +22.8% | +17.8% |
| 3Y | +34.3% | +11.2% | +23.1% | +33.4% |
| 5Y | +71.8% | -47.0% | +118.8% | +71.8% |
| All | +71.8% | -46.4% | +118.2% | +71.8% |
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