+75.9%
LNG vs ESTC
+11.0%
+64.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | 0.0% |
| 7D | -6.7% | -3.3% | -3.4% | -6.6% |
| 30D | +3.9% | +13.4% | -9.6% | +3.3% |
| 3M | +15.5% | +41.3% | -25.8% | +13.9% |
| 6M | +10.5% | +62.6% | -52.1% | +8.2% |
| YTD | +43.0% | +14.8% | +28.2% | +41.8% |
| 1Y | +18.9% | -5.1% | +23.9% | +18.9% |
| All | +75.9% | +11.0% | +64.9% | +77.4% |
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