-26.2%
LII vs ESTC
+1.6%
-27.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.5% |
| 7D | +7.9% | -15.9% | +23.8% | +6.7% |
| 30D | -0.6% | -5.5% | +4.9% | -1.0% |
| 3M | -19.3% | +26.2% | -45.5% | -17.2% |
| 6M | -29.8% | +77.0% | -106.9% | -24.8% |
| YTD | -25.4% | +18.9% | -44.3% | -21.2% |
| 1Y | -26.2% | +1.3% | -27.5% | -23.2% |
| All | -26.2% | +1.6% | -27.8% | -23.2% |
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