+100.0%
LNT vs ESTC
+23.7%
+76.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.1% |
| 7D | +0.2% | -3.3% | +3.5% | +0.2% |
| 30D | -0.5% | +13.4% | -14.0% | -0.7% |
| 3M | -5.5% | +41.3% | -46.9% | -6.1% |
| 6M | -3.8% | +62.6% | -66.4% | -4.7% |
| YTD | +6.8% | +14.8% | -7.9% | +6.5% |
| 1Y | +9.3% | -5.1% | +14.4% | +9.4% |
| 3Y | +47.9% | +11.2% | +36.8% | +45.8% |
| 5Y | +31.6% | -47.0% | +78.6% | +30.8% |
| All | +100.0% | +23.7% | +76.3% | +76.0% |
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