+258.7%
LIN vs ESTC
+27.2%
+231.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | +0.2% | +5.8% | -5.5% | -0.4% |
| 30D | +6.2% | -5.6% | +11.8% | +6.6% |
| 3M | +9.3% | +15.4% | -6.1% | +6.9% |
| 6M | +4.4% | +77.8% | -73.4% | -3.5% |
| YTD | +23.7% | +18.1% | +5.7% | +19.3% |
| 1Y | +23.5% | -3.7% | +27.1% | +21.8% |
| 3Y | +35.8% | +16.9% | +18.9% | +24.1% |
| 5Y | +65.9% | -51.2% | +117.1% | +64.8% |
| All | +258.7% | +27.2% | +231.4% | +164.0% |
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