+0.2%
ENTG vs LII
+17.0%
-16.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -4.9% | -4.6% |
| 7D | +15.2% | +2.9% | +12.2% | +12.9% |
| 30D | -3.6% | +0.9% | -4.6% | -6.5% |
| 3M | -10.0% | -15.5% | +5.6% | 0.0% |
| 6M | +1.8% | -30.2% | +32.0% | +29.4% |
| YTD | +75.5% | -26.8% | +102.3% | +112.6% |
| 1Y | +82.4% | -25.3% | +107.7% | +117.5% |
| 3Y | +58.5% | -7.8% | +66.3% | +54.9% |
| All | +0.2% | +17.0% | -16.8% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling