+139.3%
LTH vs ESTC
-41.1%
+180.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.9% |
| 7D | +1.5% | -4.3% | +5.8% | +2.4% |
| 30D | -3.1% | +17.7% | -20.8% | -7.7% |
| 3M | +28.1% | +42.3% | -14.2% | +16.0% |
| 6M | +67.4% | +64.6% | +2.8% | +44.3% |
| YTD | +59.8% | +17.2% | +42.6% | +49.1% |
| 1Y | +45.6% | -4.2% | +49.8% | +42.0% |
| 3Y | +162.0% | +13.5% | +148.5% | +120.6% |
| All | +139.3% | -41.1% | +180.3% | +82.1% |
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