+133.1%
LH vs ESTC
+23.7%
+109.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | -3.2% | -3.3% | +0.2% | -2.8% |
| 30D | +0.1% | +13.4% | -13.3% | -1.9% |
| 3M | +18.6% | +41.3% | -22.7% | +12.9% |
| 6M | +17.9% | +62.6% | -44.7% | +9.6% |
| YTD | +28.9% | +14.8% | +14.2% | +24.7% |
| 1Y | +16.6% | -5.1% | +21.7% | +15.2% |
| 3Y | +63.6% | +11.2% | +52.4% | +49.7% |
| 5Y | +30.0% | -47.0% | +77.0% | +28.2% |
| All | +133.1% | +23.7% | +109.4% | +61.3% |
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