-10.9%
LEN vs ESTC
-47.2%
+36.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.7% | -0.1% | -3.3% |
| 7D | -2.9% | -4.3% | +1.4% | -2.3% |
| 30D | -8.9% | +17.7% | -26.6% | -11.6% |
| 3M | -10.9% | +42.3% | -53.2% | -16.3% |
| 6M | -19.7% | +64.6% | -84.2% | -26.7% |
| YTD | -20.6% | +17.2% | -37.8% | -23.9% |
| 1Y | -42.4% | -4.2% | -38.2% | -43.1% |
| 3Y | -26.5% | +13.5% | -40.1% | -34.9% |
| 5Y | -10.9% | -45.5% | +34.6% | -21.9% |
| All | -10.9% | -47.2% | +36.3% | -21.9% |
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