+11.0%
LVS vs ESTC
-51.0%
+62.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.2% |
| 7D | +6.7% | -3.6% | +10.3% | +7.3% |
| 30D | +13.8% | -11.2% | +25.0% | +15.8% |
| 3M | -9.5% | +14.3% | -23.8% | -12.8% |
| 6M | -22.0% | +67.0% | -89.0% | -30.8% |
| YTD | -35.7% | +15.7% | -51.3% | -39.1% |
| 1Y | -36.7% | -6.3% | -30.4% | -37.7% |
| 3Y | -8.8% | +14.5% | -23.3% | -20.2% |
| All | +11.0% | -51.0% | +62.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling