+115.4%
LMT vs ESTC
+27.2%
+88.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.0% |
| 7D | +4.8% | +5.8% | -0.9% | +4.7% |
| 30D | +19.9% | -5.6% | +25.4% | +20.0% |
| 3M | +0.2% | +15.4% | -15.2% | -0.3% |
| 6M | +17.4% | +77.8% | -60.4% | +15.2% |
| YTD | +27.2% | +18.1% | +9.1% | +26.0% |
| 1Y | +35.6% | -3.7% | +39.3% | +35.2% |
| 3Y | +47.1% | +16.9% | +30.2% | +42.9% |
| 5Y | +103.7% | -51.2% | +154.9% | +107.7% |
| All | +115.4% | +27.2% | +88.2% | +79.7% |
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