+40.2%
LUV vs ESTC
+11.0%
+29.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +0.7% | -3.3% | +4.0% | +0.9% |
| 30D | -13.4% | +13.4% | -26.9% | -14.9% |
| 3M | -9.6% | +41.3% | -50.9% | -13.5% |
| 6M | -8.9% | +62.6% | -71.5% | -14.6% |
| YTD | -5.2% | +14.8% | -19.9% | -7.7% |
| 1Y | +27.0% | -5.1% | +32.1% | +26.5% |
| All | +40.2% | +11.0% | +29.2% | +31.6% |
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