+29.9%
LH vs ESTC
-47.2%
+77.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | -0.8% | -4.3% | +3.5% | -0.5% |
| 30D | +2.0% | +17.7% | -15.7% | +0.4% |
| 3M | +24.3% | +42.3% | -18.0% | +20.1% |
| 6M | +21.1% | +64.6% | -43.5% | +15.2% |
| YTD | +30.4% | +17.2% | +13.2% | +27.4% |
| 1Y | +18.4% | -4.2% | +22.6% | +17.4% |
| 3Y | +65.5% | +13.5% | +51.9% | +55.4% |
| 5Y | +29.9% | -45.5% | +75.4% | +20.9% |
| All | +29.9% | -47.2% | +77.1% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling