-27.8%
LII vs ESTC
+0.3%
-28.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +2.5% |
| 7D | -1.2% | -1.2% | 0.0% | -1.3% |
| 30D | -2.0% | -8.1% | +6.2% | -2.5% |
| 3M | -20.2% | +20.2% | -40.4% | -18.5% |
| 6M | -32.5% | +72.7% | -105.3% | -27.9% |
| YTD | -27.4% | +19.6% | -47.0% | -23.2% |
| All | -27.8% | +0.3% | -28.1% | -25.4% |
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