+339.4%
LNG vs ESTC
+19.1%
+320.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.7% | -9.2% | +4.5% | -3.6% |
| 30D | +3.8% | +8.1% | -4.3% | +2.3% |
| 3M | +16.2% | +38.5% | -22.3% | +10.7% |
| 6M | +11.7% | +57.8% | -46.1% | +4.0% |
| YTD | +44.2% | +10.5% | +33.7% | +40.0% |
| 1Y | +18.6% | -6.4% | +24.9% | +17.2% |
| 3Y | +77.4% | +4.7% | +72.8% | +63.8% |
| 5Y | +232.3% | -47.8% | +280.0% | +227.9% |
| All | +339.4% | +19.1% | +320.3% | +202.7% |
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