+80.0%
LII vs ESTC
+24.7%
+55.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.3% | -2.6% | +0.4% | -2.0% |
| 30D | -1.7% | -8.6% | +6.9% | -0.7% |
| 3M | -18.3% | +14.4% | -32.6% | -20.4% |
| 6M | -32.3% | +73.3% | -105.6% | -38.4% |
| YTD | -27.1% | +15.7% | -42.8% | -30.2% |
| 1Y | -27.2% | -7.6% | -19.6% | -27.9% |
| 3Y | -8.9% | +14.6% | -23.5% | -16.9% |
| 5Y | +19.7% | -50.0% | +69.7% | +14.9% |
| All | +80.0% | +24.7% | +55.3% | +37.3% |
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