-19.6%
LVS vs ESTC
+25.9%
-45.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.9% |
| 7D | -0.8% | +2.4% | -3.2% | -1.4% |
| 30D | +10.0% | -4.2% | +14.2% | +10.5% |
| 3M | -11.0% | +2.5% | -13.5% | -12.5% |
| 6M | -20.1% | +81.5% | -101.6% | -31.1% |
| YTD | -36.3% | +16.8% | -53.2% | -40.3% |
| 1Y | -36.8% | -3.5% | -33.4% | -38.6% |
| 3Y | -9.5% | +17.7% | -27.3% | -21.8% |
| 5Y | +9.3% | -51.7% | +61.1% | +7.5% |
| All | -19.6% | +25.9% | -45.5% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling