-4.4%
LVS vs ESTC
+11.7%
-16.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.4% |
| 7D | +0.3% | -4.3% | +4.6% | +0.8% |
| 30D | -3.9% | +17.7% | -21.6% | -6.1% |
| 3M | -12.9% | +42.3% | -55.1% | -17.1% |
| 6M | -16.9% | +64.6% | -81.5% | -22.7% |
| YTD | -31.2% | +17.2% | -48.5% | -33.4% |
| 1Y | -16.4% | -4.2% | -12.2% | -17.1% |
| 3Y | -4.4% | +13.5% | -17.9% | -7.1% |
| All | -4.4% | +11.7% | -16.2% | -7.1% |
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