+30.0%
LIN vs ESTC
+25.2%
+4.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.9% |
| 7D | -2.1% | -8.1% | +6.0% | -1.9% |
| 30D | -2.4% | +31.7% | -34.1% | -3.1% |
| 3M | -5.6% | +41.1% | -46.6% | -6.4% |
| 6M | -3.4% | +77.1% | -80.5% | -5.0% |
| YTD | +13.1% | +21.7% | -8.6% | +12.8% |
| 1Y | +2.5% | +8.4% | -5.9% | +2.6% |
| All | +30.0% | +25.2% | +4.9% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling