+86.4%
LNG vs ESTC
+16.0%
+70.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.6% |
| 7D | +10.9% | +5.8% | +5.2% | +10.7% |
| 30D | +8.1% | -5.6% | +13.7% | +8.2% |
| 3M | +15.7% | +15.4% | +0.3% | +14.8% |
| 6M | +27.2% | +77.8% | -50.6% | +23.9% |
| YTD | +60.7% | +18.1% | +42.7% | +59.0% |
| 1Y | +46.3% | -3.7% | +50.0% | +46.3% |
| All | +86.4% | +16.0% | +70.4% | +85.5% |
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 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