+162.1%
LTH vs ESTC
-41.2%
+203.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | -1.3% | +2.4% | -3.7% | -1.9% |
| 30D | +15.7% | -4.2% | +19.9% | +16.3% |
| 3M | +5.0% | +2.5% | +2.5% | +2.9% |
| 6M | +37.7% | +81.5% | -43.8% | +15.9% |
| YTD | +75.0% | +16.8% | +58.2% | +62.5% |
| 1Y | +82.6% | -3.5% | +86.1% | +77.2% |
| 3Y | +241.3% | +17.7% | +223.6% | +181.9% |
| 5Y | +135.4% | -51.7% | +187.2% | +69.0% |
| All | +162.1% | -41.2% | +203.3% | +98.5% |
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