+169.2%
LH vs ESTC
+24.6%
+144.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.2% |
| 7D | +4.8% | -3.6% | +8.4% | +5.2% |
| 30D | +18.8% | -11.2% | +30.0% | +20.4% |
| 3M | +15.7% | +14.3% | +1.4% | +13.1% |
| 6M | +46.7% | +67.0% | -20.3% | +36.0% |
| YTD | +48.9% | +15.7% | +33.3% | +43.6% |
| 1Y | +43.5% | -6.3% | +49.7% | +41.8% |
| 3Y | +86.9% | +14.5% | +72.4% | +70.4% |
| 5Y | +60.4% | -49.9% | +110.3% | +60.3% |
| All | +169.2% | +24.6% | +144.6% | +85.8% |
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