+37.8%
LIN vs ESTC
+15.4%
+22.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.5% |
| 7D | +3.6% | -18.5% | +22.1% | +4.0% |
| 30D | +6.4% | -11.0% | +17.4% | +6.6% |
| 3M | +6.5% | +20.8% | -14.3% | +5.9% |
| 6M | +4.9% | +67.9% | -63.0% | +3.2% |
| YTD | +23.4% | +11.6% | +11.8% | +23.2% |
| 1Y | +26.3% | -3.3% | +29.6% | +26.8% |
| All | +37.8% | +15.4% | +22.4% | +38.3% |
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