+49.6%
LNT vs ESTC
+11.7%
+37.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +0.9% |
| 7D | +1.0% | -4.3% | +5.3% | +1.0% |
| 30D | -1.1% | +17.7% | -18.8% | -0.9% |
| 3M | -3.6% | +42.3% | -45.9% | -3.1% |
| 6M | -2.7% | +64.6% | -67.2% | -2.0% |
| YTD | +8.0% | +17.2% | -9.2% | +8.8% |
| 1Y | +10.5% | -4.2% | +14.7% | +11.5% |
| 3Y | +49.6% | +13.5% | +36.0% | +46.9% |
| All | +49.6% | +11.7% | +37.8% | +46.9% |
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