+167.2%
LTH vs ESTC
-41.8%
+209.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.5% | +1.9% |
| 7D | +6.4% | -3.6% | +10.0% | +7.1% |
| 30D | +16.7% | -11.2% | +27.9% | +19.4% |
| 3M | +11.7% | +14.3% | -2.6% | +6.5% |
| 6M | +48.5% | +67.0% | -18.5% | +27.6% |
| YTD | +78.4% | +15.7% | +62.7% | +66.1% |
| 1Y | +89.7% | -6.3% | +95.9% | +85.5% |
| 3Y | +245.6% | +14.5% | +231.1% | +187.9% |
| 5Y | +142.7% | -49.9% | +192.6% | +77.8% |
| All | +167.2% | -41.8% | +209.0% | +102.9% |
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 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