+81.2%
LH vs ESTC
+18.0%
+63.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | +1.4% | -11.5% | +12.9% | +2.0% |
| 30D | +17.5% | -7.5% | +25.0% | +17.9% |
| 3M | +16.1% | +23.1% | -7.0% | +14.8% |
| 6M | +43.4% | +75.3% | -31.9% | +39.1% |
| YTD | +47.2% | +14.1% | +33.1% | +45.3% |
| 1Y | +50.1% | -0.6% | +50.7% | +49.1% |
| 3Y | +81.2% | +20.8% | +60.3% | +76.9% |
| All | +81.2% | +18.0% | +63.2% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling