+118.6%
LNT vs ESTC
+24.7%
+93.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.2% | -2.6% | +2.4% | -0.2% |
| 30D | +11.6% | -8.6% | +20.2% | +11.7% |
| 3M | +8.2% | +14.4% | -6.2% | +7.8% |
| 6M | +3.1% | +73.3% | -70.2% | +2.0% |
| YTD | +16.8% | +15.7% | +1.0% | +16.4% |
| 1Y | +11.6% | -7.6% | +19.2% | +11.8% |
| 3Y | +67.4% | +14.6% | +52.8% | +64.8% |
| 5Y | +56.8% | -50.0% | +106.8% | +56.2% |
| All | +118.6% | +24.7% | +93.9% | +92.3% |
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