+41.4%
LH vs ESTC
-6.1%
+47.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | +2.5% | +5.8% | -3.3% | +2.3% |
| 30D | +18.7% | -5.6% | +24.3% | +18.9% |
| 3M | +15.3% | +15.4% | -0.1% | +15.1% |
| 6M | +45.4% | +77.8% | -32.4% | +43.1% |
| YTD | +49.5% | +18.1% | +31.5% | +45.3% |
| 1Y | +41.4% | -3.7% | +45.1% | +36.9% |
| All | +41.4% | -6.1% | +47.5% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling