+253.7%
LIN vs ESTC
+23.0%
+230.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.4% | -1.4% |
| 7D | +0.2% | -11.5% | +11.7% | +1.5% |
| 30D | +6.5% | -7.5% | +14.0% | +7.2% |
| 3M | +5.5% | +23.1% | -17.6% | +2.3% |
| 6M | +3.3% | +75.3% | -72.0% | -4.4% |
| YTD | +22.0% | +14.1% | +7.9% | +18.1% |
| 1Y | +25.7% | -0.6% | +26.3% | +23.5% |
| 3Y | +36.2% | +20.8% | +15.4% | +23.6% |
| 5Y | +66.1% | -48.8% | +114.8% | +63.1% |
| All | +253.7% | +23.0% | +230.7% | +161.4% |
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 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