+1,197.2%
ENTG vs LH
+1,883.1%
-685.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.5% | +6.8% |
| 7D | +2.8% | -2.5% | +5.3% | +4.1% |
| 30D | -4.7% | +4.3% | -9.0% | -6.8% |
| 3M | -0.7% | +25.5% | -26.3% | -12.3% |
| 6M | +7.7% | +17.0% | -9.2% | -1.3% |
| YTD | +65.1% | +31.3% | +33.8% | +43.0% |
| 1Y | +74.8% | +20.0% | +54.8% | +57.5% |
| 3Y | +36.9% | +63.9% | -27.0% | +4.8% |
| 5Y | +16.1% | +30.9% | -14.7% | -1.3% |
| 10Y | +740.3% | +191.4% | +549.0% | +368.9% |
| All | +1,197.2% | +1,883.1% | -685.9% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling