+143.5%
LTH vs ESTC
-38.8%
+182.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.3% |
| 7D | -0.6% | -8.1% | +7.5% | +1.1% |
| 30D | -4.6% | +31.7% | -36.3% | -11.6% |
| 3M | +32.8% | +41.1% | -8.2% | +20.5% |
| 6M | +64.6% | +77.1% | -12.4% | +39.3% |
| YTD | +62.6% | +21.7% | +40.9% | +50.5% |
| 1Y | +49.9% | +8.4% | +41.6% | +41.6% |
| 3Y | +151.3% | +23.6% | +127.7% | +106.2% |
| All | +143.5% | -38.8% | +182.3% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling