-4.6%
LEN vs ESTC
-48.9%
+44.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.4% |
| 7D | +2.1% | -11.5% | +13.6% | +3.8% |
| 30D | +16.6% | -7.5% | +24.1% | +17.6% |
| 3M | +5.3% | +23.1% | -17.8% | +1.1% |
| 6M | -0.8% | +75.3% | -76.0% | -10.4% |
| YTD | -11.7% | +14.1% | -25.8% | -15.3% |
| 1Y | -24.6% | -0.6% | -24.0% | -26.2% |
| 3Y | -18.7% | +20.8% | -39.5% | -29.2% |
| All | -4.6% | -48.9% | +44.4% | -20.1% |
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