+61.9%
LIN vs ESTC
-46.4%
+108.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.6% |
| 7D | -2.1% | -8.1% | +6.0% | -1.5% |
| 30D | -2.4% | +31.7% | -34.1% | -5.0% |
| 3M | -5.6% | +41.1% | -46.6% | -8.7% |
| 6M | -3.4% | +77.1% | -80.5% | -8.9% |
| YTD | +13.1% | +21.7% | -8.6% | +10.2% |
| 1Y | +2.5% | +8.4% | -5.9% | +0.7% |
| 3Y | +27.6% | +23.6% | +4.0% | +17.8% |
| All | +61.9% | -46.4% | +108.3% | +55.0% |
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 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