+113.4%
LEN vs ESTC
+31.2%
+82.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.1% |
| 7D | -3.2% | -8.1% | +4.9% | -1.6% |
| 30D | -4.9% | +31.7% | -36.6% | -10.5% |
| 3M | -8.5% | +41.1% | -49.5% | -15.4% |
| 6M | -20.7% | +77.1% | -97.7% | -30.6% |
| YTD | -17.4% | +21.7% | -39.1% | -22.6% |
| 1Y | -38.2% | +8.4% | -46.6% | -41.2% |
| 3Y | -24.9% | +23.6% | -48.5% | -36.4% |
| 5Y | -11.4% | -46.5% | +35.0% | -14.2% |
| All | +113.4% | +31.2% | +82.3% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling