+768.1%
ENTG vs LII
+167.7%
+600.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.6% |
| 7D | +8.9% | +2.1% | +6.8% | +7.3% |
| 30D | -7.2% | -12.4% | +5.2% | +1.4% |
| 3M | +6.4% | -24.8% | +31.2% | +27.7% |
| 6M | +25.7% | -25.2% | +50.8% | +51.2% |
| YTD | +67.9% | -20.3% | +88.1% | +92.8% |
| 1Y | +72.4% | -32.9% | +105.3% | +122.1% |
| 3Y | +48.4% | +2.0% | +46.4% | +45.3% |
| 5Y | +20.1% | +24.4% | -4.4% | +0.3% |
| 10Y | +768.1% | +167.2% | +600.9% | +402.2% |
| All | +768.1% | +167.7% | +600.4% | +402.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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