+114.8%
LEN vs ESTC
+27.2%
+87.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.6% |
| 7D | -8.7% | +5.8% | -14.5% | -9.7% |
| 30D | +11.6% | -5.6% | +17.1% | +12.4% |
| 3M | -1.3% | +15.4% | -16.7% | -5.1% |
| 6M | -1.4% | +77.8% | -79.2% | -13.8% |
| YTD | -16.9% | +18.1% | -34.9% | -22.0% |
| 1Y | -31.2% | -3.7% | -27.5% | -32.9% |
| 3Y | -25.6% | +16.9% | -42.5% | -36.2% |
| 5Y | -13.3% | -51.2% | +38.0% | -14.0% |
| All | +114.8% | +27.2% | +87.6% | +36.8% |
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