+274.3%
LTH vs ESTC
+18.0%
+256.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.6% | -1.6% |
| 7D | +4.5% | -11.5% | +16.0% | +5.9% |
| 30D | +16.3% | -7.5% | +23.9% | +17.2% |
| 3M | +8.4% | +23.1% | -14.7% | +4.7% |
| 6M | +40.3% | +75.3% | -35.0% | +28.2% |
| YTD | +77.3% | +14.1% | +63.2% | +72.1% |
| 1Y | +88.0% | -0.6% | +88.5% | +85.8% |
| 3Y | +274.3% | +20.8% | +253.5% | +251.0% |
| All | +274.3% | +18.0% | +256.3% | +251.0% |
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 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