+137.3%
LH vs ESTC
+31.2%
+106.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.8% |
| 7D | -2.5% | -8.1% | +5.7% | -1.5% |
| 30D | +4.3% | +31.7% | -27.3% | +0.4% |
| 3M | +25.5% | +41.1% | -15.5% | +19.4% |
| 6M | +17.0% | +77.1% | -60.1% | +7.6% |
| YTD | +31.3% | +21.7% | +9.6% | +26.0% |
| 1Y | +20.0% | +8.4% | +11.6% | +16.4% |
| 3Y | +63.9% | +23.6% | +40.2% | +47.7% |
| 5Y | +30.9% | -46.5% | +77.3% | +29.4% |
| All | +137.3% | +31.2% | +106.1% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling