+21.8%
ENTG vs LEN
-10.6%
+32.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.1% |
| 7D | +8.9% | -3.4% | +12.3% | +11.1% |
| 30D | -0.8% | -5.7% | +4.8% | +2.2% |
| 3M | +6.6% | -12.2% | +18.8% | +14.5% |
| 6M | +22.1% | -18.3% | +40.4% | +36.8% |
| YTD | +70.2% | -20.2% | +90.4% | +91.9% |
| 1Y | +76.7% | -40.1% | +116.8% | +136.0% |
| 3Y | +50.5% | -26.2% | +76.7% | +62.7% |
| 5Y | +21.8% | -9.8% | +31.6% | +6.8% |
| All | +21.8% | -10.6% | +32.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 5y: compounded portfolio wealth divided by compounded LEN 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…
5y analysis · Full analysis span regression · 6 months rolling