+257.2%
LIN vs ESTC
+28.9%
+228.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.5% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +7.6% | -8.1% | +15.7% | +8.4% |
| 3M | +6.5% | +20.2% | -13.6% | +3.7% |
| 6M | +6.2% | +72.7% | -66.6% | -1.5% |
| YTD | +23.2% | +19.6% | +3.6% | +18.6% |
| 1Y | +25.4% | +0.3% | +25.1% | +23.2% |
| 3Y | +38.3% | +22.8% | +15.5% | +25.5% |
| 5Y | +64.4% | -50.9% | +115.3% | +63.2% |
| All | +257.2% | +28.9% | +228.2% | +162.6% |
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