+388.5%
LNG vs ESTC
+25.9%
+362.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +11.3% | +2.4% | +8.9% | +11.0% |
| 30D | +10.6% | -4.2% | +14.9% | +11.0% |
| 3M | +16.1% | +2.5% | +13.7% | +15.1% |
| 6M | +29.6% | +81.5% | -51.9% | +18.7% |
| YTD | +60.3% | +16.8% | +43.5% | +54.3% |
| 1Y | +46.1% | -3.5% | +49.6% | +43.9% |
| 3Y | +85.9% | +17.7% | +68.2% | +68.8% |
| 5Y | +210.8% | -51.7% | +262.6% | +214.4% |
| All | +388.5% | +25.9% | +362.6% | +233.5% |
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 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