+361.0%
LNG vs ESTC
+31.2%
+329.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.9% |
| 7D | +3.4% | -8.1% | +11.5% | +4.4% |
| 30D | +14.9% | +31.7% | -16.8% | +10.4% |
| 3M | +21.4% | +41.1% | -19.7% | +15.4% |
| 6M | +17.8% | +77.1% | -59.3% | +8.2% |
| YTD | +51.3% | +21.7% | +29.6% | +45.2% |
| 1Y | +24.4% | +8.4% | +16.1% | +20.6% |
| 3Y | +79.7% | +23.6% | +56.1% | +61.9% |
| 5Y | +241.3% | -46.5% | +287.8% | +238.2% |
| All | +361.0% | +31.2% | +329.8% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling