+231.2%
LNG vs ESTC
-46.4%
+277.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.1% |
| 7D | -6.7% | -3.3% | -3.4% | -6.5% |
| 30D | +3.9% | +13.4% | -9.6% | +2.6% |
| 3M | +15.5% | +41.3% | -25.8% | +12.1% |
| 6M | +10.5% | +62.6% | -52.1% | +5.8% |
| YTD | +43.0% | +14.8% | +28.2% | +40.3% |
| 1Y | +18.9% | -5.1% | +23.9% | +18.2% |
| 3Y | +74.7% | +11.2% | +63.5% | +65.9% |
| 5Y | +231.2% | -47.0% | +278.2% | +215.2% |
| All | +231.2% | -46.4% | +277.6% | +215.2% |
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