-31.8%
LVS vs ESTC
+1.6%
-33.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.4% | +6.5% |
| 7D | +13.4% | -15.9% | +29.3% | +14.8% |
| 30D | +12.2% | -5.5% | +17.7% | +12.4% |
| 3M | -10.7% | +26.2% | -37.0% | -13.0% |
| 6M | -19.8% | +77.0% | -96.9% | -24.6% |
| YTD | -35.8% | +18.9% | -54.7% | -37.1% |
| 1Y | -31.8% | +1.3% | -33.1% | -33.0% |
| All | -31.8% | +1.6% | -33.4% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling