-17.7%
LVS vs ESTC
+7.3%
-25.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.1% |
| 7D | -1.5% | -8.1% | +6.6% | -0.7% |
| 30D | -3.2% | +31.7% | -34.9% | -6.3% |
| 3M | -12.0% | +41.1% | -53.0% | -15.7% |
| 6M | -19.9% | +77.1% | -97.0% | -25.6% |
| YTD | -30.6% | +21.7% | -52.3% | -31.9% |
| 1Y | -17.7% | +8.4% | -26.1% | -16.6% |
| All | -17.7% | +7.3% | -25.0% | -16.6% |
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 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