+87.3%
LMT vs ESTC
+31.2%
+56.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.3% |
| 7D | -6.3% | -8.1% | +1.8% | -6.0% |
| 30D | -8.5% | +31.7% | -40.2% | -9.3% |
| 3M | +1.8% | +41.1% | -39.2% | +0.7% |
| 6M | -19.9% | +77.1% | -97.0% | -21.5% |
| YTD | +10.6% | +21.7% | -11.1% | +9.6% |
| 1Y | +17.9% | +8.4% | +9.6% | +17.2% |
| 3Y | +27.0% | +23.6% | +3.3% | +23.0% |
| 5Y | +68.7% | -46.5% | +115.1% | +70.7% |
| All | +87.3% | +31.2% | +56.1% | +56.2% |
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