+15.3%
ENTG vs LH
+27.0%
-11.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.3% |
| 7D | +1.2% | -4.7% | +5.9% | +4.1% |
| 30D | -12.9% | -3.5% | -9.4% | -11.1% |
| 3M | -3.1% | +17.7% | -20.8% | -13.1% |
| 6M | +21.0% | +15.8% | +5.2% | +9.2% |
| YTD | +67.0% | +25.1% | +41.9% | +43.9% |
| 1Y | +68.6% | +12.5% | +56.1% | +54.3% |
| 3Y | +48.6% | +59.8% | -11.1% | +6.1% |
| All | +15.3% | +27.0% | -11.6% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling