+80.7%
LII vs ESTC
+25.9%
+54.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | +2.9% | +2.4% | +0.5% | +2.6% |
| 30D | +0.9% | -4.2% | +5.2% | +1.2% |
| 3M | -15.5% | +2.5% | -18.0% | -16.4% |
| 6M | -30.2% | +81.5% | -111.7% | -36.9% |
| YTD | -26.8% | +16.8% | -43.7% | -30.0% |
| 1Y | -25.3% | -3.5% | -21.8% | -26.6% |
| 3Y | -7.8% | +17.7% | -25.5% | -16.2% |
| 5Y | +17.0% | -51.7% | +68.7% | +12.8% |
| All | +80.7% | +25.9% | +54.8% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling