+105.2%
LEN vs ESTC
+26.3%
+78.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.1% | -3.1% |
| 7D | -2.9% | -4.3% | +1.4% | -2.1% |
| 30D | -8.9% | +17.7% | -26.6% | -12.3% |
| 3M | -10.9% | +42.3% | -53.2% | -17.8% |
| 6M | -19.7% | +64.6% | -84.2% | -28.7% |
| YTD | -20.6% | +17.2% | -37.8% | -25.1% |
| 1Y | -42.4% | -4.2% | -38.2% | -43.7% |
| 3Y | -26.5% | +13.5% | -40.1% | -36.5% |
| 5Y | -10.9% | -45.5% | +34.6% | -14.4% |
| All | +105.2% | +26.3% | +78.9% | +31.5% |
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