+764.3%
ENTG vs LH
+179.1%
+585.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.4% | +0.5% | -1.4% |
| 7D | +5.1% | -7.4% | +12.5% | +9.8% |
| 30D | -8.5% | -4.6% | -3.9% | -6.1% |
| 3M | +6.7% | +14.5% | -7.8% | -2.5% |
| 6M | +17.7% | +14.8% | +2.9% | +7.1% |
| YTD | +63.5% | +23.3% | +40.2% | +43.1% |
| 1Y | +73.6% | +13.6% | +60.0% | +58.4% |
| 3Y | +44.6% | +56.3% | -11.8% | +7.7% |
| 5Y | +16.1% | +25.2% | -9.1% | -2.7% |
| All | +764.3% | +179.1% | +585.1% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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