-4.9%
LYB vs ESTC
-47.6%
+42.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | -9.2% | +9.4% | +1.1% |
| 30D | +2.5% | +8.1% | -5.6% | +1.4% |
| 3M | +1.4% | +38.5% | -37.1% | -2.2% |
| 6M | -3.5% | +57.8% | -61.3% | -8.4% |
| YTD | +52.0% | +10.5% | +41.4% | +48.8% |
| 1Y | +22.1% | -6.4% | +28.4% | +21.2% |
| 3Y | -22.8% | +4.7% | -27.4% | -26.3% |
| All | -4.9% | -47.6% | +42.6% | -13.0% |
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