-14.4%
LVS vs ESTC
+23.7%
-38.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.1% |
| 7D | -2.7% | -3.3% | +0.6% | -2.1% |
| 30D | -4.7% | +13.4% | -18.1% | -7.9% |
| 3M | -15.6% | +41.3% | -56.9% | -22.4% |
| 6M | -18.6% | +62.6% | -81.2% | -28.0% |
| YTD | -32.3% | +14.8% | -47.0% | -35.8% |
| 1Y | -18.0% | -5.1% | -13.0% | -19.6% |
| 3Y | -5.8% | +11.2% | -17.0% | -17.3% |
| 5Y | +5.7% | -47.0% | +52.7% | +1.7% |
| All | -14.4% | +23.7% | -38.1% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling