+68.0%
LIN vs ESTC
-51.6%
+119.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.2% |
| 7D | +3.6% | -18.5% | +22.1% | +5.2% |
| 30D | +6.4% | -11.0% | +17.4% | +7.2% |
| 3M | +6.5% | +20.8% | -14.3% | +4.3% |
| 6M | +4.9% | +67.9% | -63.0% | -0.6% |
| YTD | +23.4% | +11.6% | +11.8% | +21.0% |
| 1Y | +26.3% | -3.3% | +29.6% | +25.3% |
| 3Y | +38.0% | +16.4% | +21.6% | +28.1% |
| 5Y | +68.0% | -49.9% | +117.9% | +52.5% |
| All | +68.0% | -51.6% | +119.6% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling